-24.1%
RKT vs PPL
+70.4%
-94.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.6% | -4.8% |
| 7D | -7.5% | -2.2% | -5.3% | -6.3% |
| 30D | +26.6% | +1.7% | +24.9% | +25.4% |
| 3M | -2.4% | +0.1% | -2.5% | -2.5% |
| 6M | -7.4% | -1.5% | -5.8% | -6.5% |
| YTD | -29.2% | +3.0% | -32.1% | -30.9% |
| 1Y | -23.5% | -1.4% | -22.1% | -23.4% |
| 3Y | +73.9% | +53.5% | +20.5% | +29.2% |
| 5Y | -6.6% | +46.4% | -53.0% | -28.0% |
| All | -24.1% | +70.4% | -94.6% | -41.1% |
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