+86.3%
PFG vs RVTY
+90.0%
-3.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.4% | +3.2% |
| 7D | +2.3% | +6.0% | -3.7% | +0.8% |
| 30D | +7.6% | +4.3% | +3.3% | +6.3% |
| 3M | +2.5% | +40.2% | -37.7% | -6.3% |
| 6M | +16.6% | +59.3% | -42.7% | +2.3% |
| YTD | +34.1% | +66.5% | -32.5% | +14.8% |
| 1Y | +44.1% | +77.5% | -33.4% | +20.6% |
| 3Y | +86.3% | +92.5% | -6.2% | +47.3% |
| All | +86.3% | +90.0% | -3.8% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling