+47.9%
PFG vs RVTY
+74.0%
-26.1%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.5% | +6.6% | +4.4% |
| 7D | +4.9% | -3.6% | +8.5% | +5.2% |
| 30D | +5.7% | +1.4% | +4.3% | +5.5% |
| 3M | +2.6% | +43.2% | -40.6% | -1.5% |
| 6M | +19.8% | +84.5% | -64.7% | +8.9% |
| YTD | +36.3% | +65.2% | -28.9% | +25.6% |
| 1Y | +47.9% | +74.3% | -26.4% | +34.8% |
| All | +47.9% | +74.0% | -26.1% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling