+807.5%
RGTI vs PPL
+55.5%
+752.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.3% | -8.2% | -6.8% |
| 7D | -18.1% | -0.4% | -17.8% | -18.1% |
| 30D | -17.6% | +2.6% | -20.3% | -17.5% |
| 3M | -48.3% | +0.8% | -49.1% | -48.2% |
| 6M | -47.8% | +1.4% | -49.2% | -47.6% |
| YTD | -56.6% | +4.3% | -60.9% | -56.6% |
| 1Y | -61.8% | +0.8% | -62.6% | -61.7% |
| 3Y | +807.5% | +57.9% | +749.6% | +554.0% |
| All | +807.5% | +55.5% | +752.0% | +554.0% |
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