+54.2%
RGTI vs PPG
-31.8%
+86.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.4% |
| 7D | +0.5% | -6.2% | +6.7% | +5.0% |
| 30D | -17.1% | -7.9% | -9.2% | -12.2% |
| 3M | -26.0% | -10.2% | -15.8% | -20.4% |
| 6M | -9.9% | +2.7% | -12.5% | -11.5% |
| YTD | -31.1% | +4.9% | -35.9% | -34.4% |
| 1Y | -8.5% | -3.2% | -5.3% | -8.8% |
| 3Y | +652.2% | -17.0% | +669.2% | +732.8% |
| 5Y | +56.8% | -23.3% | +80.1% | +67.3% |
| All | +54.2% | -31.8% | +86.0% | +64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling