-23.7%
PPG vs RVTY
-34.5%
+10.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.1% |
| 7D | -5.1% | -7.4% | +2.3% | -2.3% |
| 30D | -9.6% | +4.5% | -14.1% | -11.2% |
| 3M | -6.4% | +19.5% | -25.9% | -13.1% |
| 6M | +0.5% | +34.1% | -33.6% | -11.4% |
| YTD | +4.4% | +25.3% | -20.8% | -6.2% |
| 1Y | -0.9% | +47.0% | -47.9% | -17.0% |
| 3Y | -17.0% | +14.1% | -31.1% | -25.3% |
| 5Y | -23.7% | -34.6% | +10.9% | -18.1% |
| All | -23.7% | -34.5% | +10.8% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling