+14.3%
PFE vs RVTY
+78.0%
-63.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.5% | -2.2% |
| 7D | -3.7% | -1.2% | -2.5% | -3.6% |
| 30D | +5.0% | +1.0% | +3.9% | +4.4% |
| 3M | +12.2% | +35.8% | -23.7% | +3.6% |
| 6M | +14.6% | +56.7% | -42.1% | +1.5% |
| YTD | +24.1% | +60.7% | -36.6% | +8.2% |
| 1Y | +26.6% | +73.7% | -47.1% | +7.7% |
| 3Y | +14.3% | +82.8% | -68.4% | +7.5% |
| All | +14.3% | +78.0% | -63.6% | +7.5% |
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