+5.3%
PPG vs RVTY
+57.1%
-51.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -1.5% | +1.1% | -2.6% | -1.8% |
| 30D | -5.0% | +13.2% | -18.2% | -8.4% |
| 3M | +1.1% | +27.2% | -26.1% | -6.5% |
| 6M | -3.2% | +32.4% | -35.6% | -12.9% |
| YTD | +11.9% | +34.9% | -23.0% | -1.3% |
| 1Y | +5.3% | +52.4% | -47.0% | -10.7% |
| All | +5.3% | +57.1% | -51.8% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling