+150.0%
PM vs RVTY
+85.4%
+64.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.8% | +1.2% |
| 7D | +0.5% | -0.5% | +1.0% | +0.5% |
| 30D | -3.2% | +1.5% | -4.8% | -3.2% |
| 3M | +6.2% | +31.5% | -25.2% | +6.1% |
| 6M | +7.7% | +62.7% | -55.0% | +7.3% |
| YTD | +27.3% | +60.0% | -32.7% | +26.7% |
| 1Y | +32.8% | +65.7% | -32.9% | +32.1% |
| 3Y | +150.0% | +85.2% | +64.8% | +139.0% |
| All | +150.0% | +85.4% | +64.6% | +139.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling