+198.6%
PM vs RVTY
+140.1%
+58.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.6% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | -2.6% | +10.8% | -13.4% | -4.1% |
| 3M | +5.8% | +26.8% | -21.0% | +1.8% |
| 6M | +10.6% | +39.3% | -28.8% | +4.4% |
| YTD | +17.2% | +31.6% | -14.5% | +11.3% |
| 1Y | +17.6% | +47.7% | -30.1% | +9.1% |
| 3Y | +124.3% | +19.9% | +104.3% | +110.2% |
| 5Y | +125.1% | -32.3% | +157.4% | +137.4% |
| 10Y | +198.6% | +138.4% | +60.2% | +113.5% |
| All | +198.6% | +140.1% | +58.6% | +113.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling