+698.5%
RGTI vs PPL
+56.5%
+642.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +5.5% | +1.8% | +3.7% | +5.3% |
| 30D | -11.9% | -1.1% | -10.8% | -11.7% |
| 3M | -27.4% | 0.0% | -27.4% | -27.5% |
| 6M | -7.1% | -7.6% | +0.5% | -6.3% |
| YTD | -28.6% | +1.7% | -30.4% | -29.3% |
| 1Y | +4.4% | +1.5% | +2.8% | +4.2% |
| 3Y | +698.5% | +55.3% | +643.2% | +460.0% |
| All | +698.5% | +56.5% | +642.0% | +460.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling