+988.7%
PFG vs RVTY
+468.3%
+520.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +5.5% | +1.1% | +4.4% | +5.0% |
| 30D | +2.4% | +13.2% | -10.8% | -3.4% |
| 3M | +13.6% | +27.2% | -13.7% | +0.6% |
| 6M | +27.9% | +32.4% | -4.5% | +10.1% |
| YTD | +35.6% | +34.9% | +0.7% | +14.9% |
| 1Y | +48.5% | +52.4% | -3.9% | +17.9% |
| 3Y | +66.9% | +12.3% | +54.6% | +45.8% |
| 5Y | +111.0% | -30.8% | +141.8% | +123.3% |
| 10Y | +244.5% | +150.7% | +93.8% | +83.2% |
| All | +988.7% | +468.3% | +520.4% | +203.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling