-23.8%
PFE vs RVTY
-15.1%
-8.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.6% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | +0.3% | +1.5% | -1.2% | -0.3% |
| 3M | +9.4% | +31.5% | -22.1% | +1.6% |
| 6M | +14.9% | +62.7% | -47.8% | +0.6% |
| YTD | +23.8% | +60.0% | -36.2% | +7.9% |
| 1Y | +19.5% | +65.7% | -46.2% | +3.1% |
| 3Y | +21.0% | +85.2% | -64.2% | +0.5% |
| All | -23.8% | -15.1% | -8.7% | -21.7% |
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