+234.7%
PM vs RVTY
+217.6%
+17.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -6.0% | -2.9% |
| 7D | -7.3% | +6.0% | -13.3% | -8.1% |
| 30D | -4.0% | +4.3% | -8.3% | -4.7% |
| 3M | +2.7% | +40.2% | -37.5% | -2.5% |
| 6M | +14.9% | +59.3% | -44.4% | +6.6% |
| YTD | +23.5% | +66.5% | -43.0% | +13.2% |
| 1Y | +30.4% | +77.5% | -47.1% | +18.1% |
| 3Y | +143.2% | +92.5% | +50.7% | +109.5% |
| 5Y | +159.5% | -6.8% | +166.3% | +157.9% |
| 10Y | +234.7% | +225.4% | +9.3% | +138.4% |
| All | +234.7% | +217.6% | +17.0% | +138.4% |
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