+101.6%
PFG vs RVTY
-6.1%
+107.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.4% | +3.1% |
| 7D | +2.3% | +6.0% | -3.7% | +0.5% |
| 30D | +7.6% | +4.3% | +3.3% | +6.2% |
| 3M | +2.5% | +40.2% | -37.7% | -7.3% |
| 6M | +16.6% | +59.3% | -42.7% | +0.8% |
| YTD | +34.1% | +66.5% | -32.5% | +13.2% |
| 1Y | +44.1% | +77.5% | -33.4% | +19.0% |
| 3Y | +86.3% | +92.5% | -6.2% | +45.8% |
| 5Y | +101.6% | -6.8% | +108.4% | +91.9% |
| All | +101.6% | -6.1% | +107.6% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling