-25.7%
RKT vs PPG
+8.7%
-34.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.4% | -1.0% |
| 7D | -1.0% | -3.7% | +2.8% | +1.9% |
| 30D | -2.4% | -7.2% | +4.8% | +3.3% |
| 3M | +1.9% | -7.3% | +9.2% | +8.3% |
| 6M | -13.9% | +0.3% | -14.1% | -13.3% |
| YTD | -30.6% | +6.5% | -37.2% | -33.2% |
| 1Y | -34.4% | +0.5% | -34.9% | -34.3% |
| 3Y | +38.2% | -15.3% | +53.5% | +57.0% |
| 5Y | -9.7% | -22.9% | +13.2% | +4.9% |
| All | -25.7% | +8.7% | -34.4% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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