+209.1%
PH vs RVTY
-6.1%
+215.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +3.1% |
| 7D | +3.0% | +6.0% | -3.0% | +1.1% |
| 30D | -0.6% | +4.3% | -4.9% | -2.1% |
| 3M | -10.7% | +40.2% | -51.0% | -20.7% |
| 6M | +9.1% | +59.3% | -50.2% | -7.6% |
| YTD | +9.5% | +66.5% | -57.0% | -9.7% |
| 1Y | +14.0% | +77.5% | -63.4% | -8.2% |
| 3Y | +138.9% | +92.5% | +46.4% | +83.2% |
| 5Y | +209.1% | -6.8% | +216.0% | +201.6% |
| All | +209.1% | -6.1% | +215.2% | +201.6% |
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