-73.6%
RGTI vs PPG
+33.8%
-107.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -3.1% | -9.0% | -10.2% |
| 7D | -18.3% | +2.7% | -21.1% | -19.7% |
| 30D | -35.1% | +15.7% | -50.8% | -40.9% |
| 3M | -41.3% | +4.1% | -45.4% | -43.0% |
| 6M | -46.1% | +17.3% | -63.4% | -51.4% |
| YTD | -55.5% | +22.5% | -78.1% | -59.7% |
| 1Y | -73.6% | +31.4% | -105.0% | -74.5% |
| All | -73.6% | +33.8% | -107.4% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling