+24.1%
PPG vs RVTY
+145.6%
-121.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.7% |
| 7D | -6.2% | -4.5% | -1.7% | -4.5% |
| 30D | -7.9% | +5.5% | -13.4% | -10.0% |
| 3M | -10.2% | +22.5% | -32.7% | -17.9% |
| 6M | +2.7% | +38.9% | -36.2% | -11.4% |
| YTD | +4.9% | +28.7% | -23.9% | -7.3% |
| 1Y | -3.2% | +45.5% | -48.7% | -19.1% |
| 3Y | -17.0% | +16.4% | -33.4% | -26.5% |
| 5Y | -23.3% | -32.7% | +9.4% | -16.0% |
| All | +24.1% | +145.6% | -121.6% | -29.6% |
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