-2.8%
RGTI vs PPL
+47.7%
-50.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.3% | -8.2% | -7.2% |
| 7D | -18.1% | -0.4% | -17.8% | -18.1% |
| 30D | -17.6% | +2.6% | -20.3% | -18.3% |
| 3M | -48.3% | +0.8% | -49.1% | -48.6% |
| 6M | -47.8% | +1.4% | -49.2% | -48.2% |
| YTD | -56.6% | +4.3% | -60.9% | -57.5% |
| 1Y | -61.8% | +0.8% | -62.6% | -62.2% |
| 3Y | +807.5% | +57.9% | +749.6% | +618.0% |
| 5Y | -8.8% | +48.3% | -57.1% | -23.7% |
| All | -2.8% | +47.7% | -50.5% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling