+32.8%
PFE vs RVTY
+145.6%
-112.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.5% |
| 7D | -2.6% | -4.5% | +2.0% | -1.3% |
| 30D | +5.4% | +5.5% | -0.1% | +3.7% |
| 3M | +7.8% | +22.5% | -14.7% | +1.2% |
| 6M | +5.0% | +38.9% | -33.9% | -5.6% |
| YTD | +17.1% | +28.7% | -11.7% | +7.1% |
| 1Y | +19.3% | +45.5% | -26.2% | +5.1% |
| 3Y | -0.9% | +16.4% | -17.3% | -9.1% |
| 5Y | -20.8% | -32.7% | +12.0% | -15.4% |
| All | +32.8% | +145.6% | -112.8% | -14.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling