-16.0%
RKT vs PPL
+72.8%
-88.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +1.0% |
| 7D | +10.3% | -1.2% | +11.5% | +11.1% |
| 30D | +32.3% | +4.2% | +28.1% | +29.1% |
| 3M | +10.7% | +1.5% | +9.2% | +9.7% |
| 6M | -3.2% | +1.0% | -4.2% | -3.9% |
| YTD | -21.5% | +4.4% | -25.9% | -24.0% |
| 1Y | -6.0% | +0.8% | -6.8% | -7.0% |
| 3Y | +104.2% | +56.5% | +47.8% | +50.0% |
| 5Y | +2.5% | +47.7% | -45.2% | -21.5% |
| All | -16.0% | +72.8% | -88.7% | -35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling