-20.7%
PFE vs RVTY
-30.5%
+9.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +1.8% | +1.1% | +0.7% | +1.5% |
| 30D | +10.2% | +13.2% | -3.0% | +6.8% |
| 3M | +12.7% | +27.2% | -14.6% | +5.6% |
| 6M | +10.5% | +32.4% | -21.9% | +1.9% |
| YTD | +20.2% | +34.9% | -14.7% | +9.9% |
| 1Y | +24.1% | +52.4% | -28.3% | +9.6% |
| 3Y | -3.6% | +12.3% | -15.8% | -8.7% |
| All | -20.7% | -30.5% | +9.8% | -14.8% |
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