+116.1%
PG vs RVTY
+145.6%
-29.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +1.2% |
| 7D | -0.8% | -4.5% | +3.7% | -0.1% |
| 30D | +0.8% | +5.5% | -4.6% | -0.1% |
| 3M | -1.3% | +22.5% | -23.9% | -4.7% |
| 6M | -3.8% | +38.9% | -42.7% | -9.3% |
| YTD | +3.6% | +28.7% | -25.1% | -1.5% |
| 1Y | -5.7% | +45.5% | -51.2% | -12.5% |
| 3Y | +1.6% | +16.4% | -14.8% | -4.2% |
| 5Y | +14.6% | -32.7% | +47.3% | +19.6% |
| All | +116.1% | +145.6% | -29.5% | +70.7% |
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