-22.2%
RKT vs PPL
+68.5%
-90.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.1% | +2.7% | -0.6% | +0.5% |
| 30D | +1.4% | +0.5% | +1.0% | +1.2% |
| 3M | +6.3% | +0.7% | +5.6% | +5.8% |
| 6M | -15.5% | -7.6% | -7.9% | -11.6% |
| YTD | -27.4% | +1.8% | -29.2% | -28.6% |
| 1Y | -26.6% | -0.8% | -25.8% | -26.8% |
| 3Y | +41.2% | +56.9% | -15.6% | +3.7% |
| 5Y | -6.4% | +39.5% | -45.9% | -26.9% |
| All | -22.2% | +68.5% | -90.7% | -39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling