+713.9%
PH vs RVTY
+212.9%
+501.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | +2.1% | -2.7% | +4.8% | +3.3% |
| 30D | +0.3% | +3.2% | -3.0% | -1.4% |
| 3M | -8.8% | +37.2% | -46.0% | -21.4% |
| 6M | +10.0% | +57.7% | -47.6% | -11.5% |
| YTD | +10.5% | +64.8% | -54.4% | -14.3% |
| 1Y | +15.5% | +72.8% | -57.3% | -12.5% |
| 3Y | +136.4% | +89.8% | +46.6% | +63.9% |
| 5Y | +213.6% | -8.4% | +222.0% | +202.5% |
| 10Y | +713.9% | +219.5% | +494.4% | +244.7% |
| All | +713.9% | +212.9% | +501.0% | +244.7% |
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 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