+22,650.5%
PH vs RVTY
+2,899.1%
+19,751.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | 0.0% | +2.0% |
| 7D | +2.0% | -1.2% | +3.2% | +2.2% |
| 30D | -3.7% | +1.0% | -4.7% | -4.2% |
| 3M | -14.0% | +35.8% | -49.9% | -22.7% |
| 6M | +2.1% | +56.7% | -54.6% | -12.8% |
| YTD | +5.1% | +60.7% | -55.7% | -11.9% |
| 1Y | +10.9% | +73.7% | -62.8% | -9.3% |
| 3Y | +132.9% | +82.8% | +50.2% | +83.7% |
| 5Y | +200.1% | -7.0% | +207.1% | +186.5% |
| 10Y | +783.8% | +212.3% | +571.5% | +475.9% |
| All | +22,650.5% | +2,899.1% | +19,751.4% | +6,764.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling