+556.1%
PBR vs RVTY
-34.2%
+590.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +19.0% |
| 6M | +20.2% | +34.6% | -14.4% | +16.7% |
| YTD | +84.3% | +28.3% | +56.0% | +79.4% |
| 1Y | +77.1% | +46.0% | +31.1% | +69.3% |
| 3Y | +100.8% | +16.9% | +83.9% | +94.9% |
| 5Y | +556.1% | -32.9% | +589.0% | +530.6% |
| All | +556.1% | -34.2% | +590.3% | +530.6% |
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