+1.7%
RKT vs PPL
+47.9%
-46.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +2.0% |
| 7D | +17.7% | +0.4% | +17.2% | +17.3% |
| 30D | +31.6% | +5.4% | +26.2% | +26.6% |
| 3M | +13.9% | +4.3% | +9.6% | +10.5% |
| 6M | +2.8% | -1.3% | +4.1% | +3.5% |
| YTD | -22.2% | +4.7% | -26.9% | -25.6% |
| 1Y | -3.5% | +1.3% | -4.8% | -5.3% |
| 3Y | +95.3% | +57.2% | +38.0% | +26.7% |
| All | +1.7% | +47.9% | -46.2% | -29.4% |
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