+240.3%
PFG vs RVTY
+140.1%
+100.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.5% |
| 7D | +6.0% | +0.4% | +5.6% | +5.8% |
| 30D | +2.2% | +10.8% | -8.6% | -1.7% |
| 3M | +10.4% | +26.8% | -16.4% | +0.2% |
| 6M | +27.8% | +39.3% | -11.5% | +11.0% |
| YTD | +33.6% | +31.6% | +2.0% | +17.8% |
| 1Y | +49.3% | +47.7% | +1.6% | +24.9% |
| 3Y | +69.7% | +19.9% | +49.8% | +48.4% |
| 5Y | +111.3% | -32.3% | +143.7% | +129.3% |
| 10Y | +240.3% | +138.4% | +101.8% | +79.2% |
| All | +240.3% | +140.1% | +100.2% | +79.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling