+4.3%
RGTI vs PPL
+45.8%
-41.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.5% | -6.5% | -6.9% |
| 7D | +4.9% | -2.2% | +7.1% | +5.4% |
| 30D | -19.2% | +1.7% | -20.8% | -19.7% |
| 3M | -43.9% | +0.1% | -44.0% | -44.1% |
| 6M | -45.8% | -1.5% | -44.3% | -45.8% |
| YTD | -53.4% | +3.0% | -56.3% | -54.3% |
| 1Y | -63.5% | -1.4% | -62.1% | -63.7% |
| 3Y | +964.9% | +53.5% | +911.5% | +751.3% |
| 5Y | -2.1% | +46.4% | -48.5% | -17.8% |
| All | +4.3% | +45.8% | -41.5% | -12.5% |
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 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