+23,612.3%
PH vs RVTY
+3,007.5%
+20,604.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.6% |
| 6M | +9.1% | +59.3% | -50.2% | -7.3% |
| YTD | +9.5% | +66.5% | -57.0% | -9.2% |
| 1Y | +14.0% | +77.5% | -63.4% | -7.4% |
| 3Y | +138.9% | +92.5% | +46.4% | +85.3% |
| 5Y | +209.1% | -6.8% | +216.0% | +195.0% |
| 10Y | +737.3% | +225.4% | +511.9% | +438.7% |
| All | +23,612.3% | +3,007.5% | +20,604.8% | +6,975.9% |
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