+454.9%
PBR vs RVTY
-15.1%
+470.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.5% |
| 7D | -1.0% | -0.5% | -0.6% | -1.0% |
| 30D | -29.3% | +1.5% | -30.8% | -29.4% |
| 3M | +5.5% | +31.5% | -25.9% | +3.0% |
| 6M | -2.9% | +62.7% | -65.6% | -7.0% |
| YTD | +61.5% | +60.0% | +1.5% | +54.3% |
| 1Y | +46.9% | +65.7% | -18.9% | +39.7% |
| 3Y | +66.4% | +85.2% | -18.8% | +55.6% |
| All | +454.9% | -15.1% | +470.0% | +429.4% |
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