+575.8%
PBR vs RVTY
+211.6%
+364.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.8% |
| 7D | -1.0% | -0.5% | -0.6% | -0.9% |
| 30D | -29.3% | +1.5% | -30.8% | -29.8% |
| 3M | +5.5% | +31.5% | -25.9% | -3.1% |
| 6M | -2.9% | +62.7% | -65.6% | -16.9% |
| YTD | +61.5% | +60.0% | +1.5% | +36.6% |
| 1Y | +46.9% | +65.7% | -18.9% | +22.4% |
| 3Y | +66.4% | +85.2% | -18.8% | +26.2% |
| 5Y | +460.3% | -14.9% | +475.2% | +463.3% |
| All | +575.8% | +211.6% | +364.2% | +205.2% |
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 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