-17.4%
PPG vs RVTY
+13.9%
-31.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.2% |
| 7D | -5.1% | -7.4% | +2.3% | -2.6% |
| 30D | -9.6% | +4.5% | -14.1% | -11.0% |
| 3M | -6.4% | +19.5% | -25.9% | -12.4% |
| 6M | +0.5% | +34.1% | -33.6% | -10.2% |
| YTD | +4.4% | +25.3% | -20.8% | -5.2% |
| 1Y | -0.9% | +47.0% | -47.9% | -15.5% |
| All | -17.4% | +13.9% | -31.2% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling