+21.1%
PL vs RVTY
-7.4%
+28.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.8% | +7.5% | +8.9% |
| 7D | -6.8% | -1.2% | -5.6% | -5.9% |
| 30D | -29.3% | +1.0% | -30.3% | -29.4% |
| 3M | -44.8% | +35.8% | -80.6% | -52.8% |
| 6M | -68.4% | +56.7% | -125.1% | -75.1% |
| YTD | -36.4% | +60.7% | -97.1% | -51.3% |
| 1Y | +0.7% | +73.7% | -73.0% | -26.5% |
| 3Y | +455.3% | +82.8% | +372.5% | +291.4% |
| All | +21.1% | -7.4% | +28.6% | +26.8% |
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