+1,573.8%
PBR vs RVTY
+350.8%
+1,223.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +8.6% | +1.1% | +7.5% | +8.1% |
| 30D | +12.8% | +13.2% | -0.4% | +7.7% |
| 3M | +14.7% | +27.2% | -12.6% | +4.2% |
| 6M | +25.2% | +32.4% | -7.2% | +10.4% |
| YTD | +77.1% | +34.9% | +42.3% | +54.1% |
| 1Y | +69.6% | +52.4% | +17.2% | +39.8% |
| 3Y | +95.6% | +12.3% | +83.3% | +72.5% |
| 5Y | +501.8% | -30.8% | +532.6% | +513.3% |
| 10Y | +640.6% | +150.7% | +489.9% | +340.6% |
| All | +1,573.8% | +350.8% | +1,223.0% | +480.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling