+57.0%
RGTI vs PPL
+35.6%
+21.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.2% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | -13.7% | -1.3% | -12.4% | -13.4% |
| 3M | -22.6% | -2.6% | -20.0% | -22.3% |
| 6M | -13.4% | -8.4% | -5.0% | -11.6% |
| YTD | -31.2% | +0.2% | -31.4% | -31.9% |
| 1Y | -7.6% | -0.2% | -7.4% | -8.2% |
| 3Y | +669.7% | +52.9% | +616.8% | +502.2% |
| 5Y | +57.0% | +36.8% | +20.2% | +32.5% |
| All | +57.0% | +35.6% | +21.5% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling