-0.8%
RKT vs PPL
+47.4%
-48.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -4.9% | -4.9% |
| 7D | +4.6% | 0.0% | +4.6% | +4.6% |
| 30D | +25.9% | +4.3% | +21.6% | +22.1% |
| 3M | +5.0% | +2.9% | +2.1% | +2.8% |
| 6M | -7.9% | +1.1% | -9.0% | -8.8% |
| YTD | -25.4% | +4.5% | -29.8% | -28.5% |
| 1Y | -15.4% | +0.1% | -15.5% | -16.3% |
| 3Y | +83.3% | +55.7% | +27.6% | +19.9% |
| 5Y | -0.8% | +47.6% | -48.4% | -30.9% |
| All | -0.8% | +47.4% | -48.2% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling