+23,761.0%
PH vs RVTY
+2,416.7%
+21,344.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.1% | +1.1% | -4.2% | -3.4% |
| 30D | -3.2% | +13.2% | -16.5% | -7.2% |
| 3M | +10.6% | +27.2% | -16.7% | +1.8% |
| 6M | -2.1% | +32.4% | -34.5% | -11.6% |
| YTD | +10.2% | +34.9% | -24.7% | -1.6% |
| 1Y | +28.2% | +52.4% | -24.1% | +9.6% |
| 3Y | +134.9% | +12.3% | +122.6% | +116.3% |
| 5Y | +253.6% | -30.8% | +284.5% | +273.2% |
| 10Y | +804.7% | +150.7% | +654.0% | +535.5% |
| All | +23,761.0% | +2,416.7% | +21,344.3% | +7,565.9% |
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