+190.2%
PFG vs RVTY
+212.9%
-22.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | +3.0% | -2.7% | +5.6% | +3.9% |
| 30D | +8.2% | +3.2% | +4.9% | +6.6% |
| 3M | +2.7% | +37.2% | -34.5% | -9.1% |
| 6M | +17.2% | +57.7% | -40.5% | -2.5% |
| YTD | +34.8% | +64.8% | -30.1% | +8.9% |
| 1Y | +43.6% | +72.8% | -29.3% | +13.6% |
| 3Y | +85.4% | +89.8% | -4.4% | +35.7% |
| 5Y | +102.2% | -8.4% | +110.6% | +93.9% |
| 10Y | +190.2% | +219.5% | -29.2% | +39.6% |
| All | +190.2% | +212.9% | -22.7% | +39.6% |
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