+74.8%
PBR vs RVTY
+43.1%
+31.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.0% |
| 7D | +4.2% | -7.4% | +11.7% | +3.8% |
| 30D | +22.7% | +4.5% | +18.2% | +23.0% |
| 3M | +21.5% | +19.5% | +2.0% | +23.1% |
| 6M | +24.0% | +34.1% | -10.1% | +27.0% |
| YTD | +88.2% | +25.3% | +63.0% | +92.5% |
| 1Y | +74.8% | +47.0% | +27.8% | +78.0% |
| All | +74.8% | +43.1% | +31.7% | +78.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling