+100.0%
PBR vs RVTY
+16.6%
+83.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.7% |
| 7D | +0.3% | -5.4% | +5.8% | +0.8% |
| 30D | +17.5% | +6.7% | +10.8% | +16.8% |
| 3M | +20.9% | +19.0% | +1.9% | +18.9% |
| 6M | +20.2% | +34.6% | -14.4% | +16.5% |
| YTD | +84.3% | +28.3% | +56.0% | +79.2% |
| 1Y | +77.1% | +46.0% | +31.1% | +68.2% |
| All | +100.0% | +16.6% | +83.4% | +96.7% |
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