+53.5%
RGTI vs PPL
+44.2%
+9.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.5% | +2.7% | -5.2% | -3.2% |
| 30D | -9.4% | +0.5% | -9.9% | -9.6% |
| 3M | -37.1% | +0.7% | -37.7% | -37.6% |
| 6M | -14.4% | -7.6% | -6.8% | -12.9% |
| YTD | -31.4% | +1.8% | -33.2% | -32.4% |
| 1Y | +0.5% | -0.8% | +1.3% | +0.1% |
| 3Y | +726.1% | +56.9% | +669.2% | +552.7% |
| 5Y | +56.2% | +39.5% | +16.7% | +31.6% |
| All | +53.5% | +44.2% | +9.3% | +29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling