+2,665.1%
PPG vs RVTY
+2,356.0%
+309.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -1.8% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -7.8% | +10.8% | -18.6% | -10.4% |
| 3M | -2.2% | +26.8% | -29.0% | -8.6% |
| 6M | +4.1% | +39.3% | -35.2% | -5.4% |
| YTD | +9.1% | +31.6% | -22.5% | +0.2% |
| 1Y | +1.0% | +47.7% | -46.7% | -10.3% |
| 3Y | -13.3% | +19.9% | -33.2% | -20.0% |
| 5Y | -19.2% | -32.3% | +13.2% | -14.4% |
| 10Y | +25.9% | +138.4% | -112.5% | -4.1% |
| All | +2,665.1% | +2,356.0% | +309.1% | +992.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling