+134.5%
PH vs RVTY
+85.4%
+49.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.5% |
| 7D | +4.3% | -0.5% | +4.8% | +4.5% |
| 30D | +0.1% | +1.5% | -1.4% | -0.5% |
| 3M | -9.4% | +31.5% | -40.8% | -17.4% |
| 6M | +8.8% | +62.7% | -53.9% | -8.2% |
| YTD | +9.6% | +60.0% | -50.3% | -8.1% |
| 1Y | +14.4% | +65.7% | -51.3% | -5.5% |
| 3Y | +134.5% | +85.2% | +49.3% | +91.4% |
| All | +134.5% | +85.4% | +49.1% | +91.4% |
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 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