+168.1%
PM vs RVTY
-7.4%
+175.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.0% |
| 7D | -5.2% | -1.2% | -4.0% | -5.2% |
| 30D | +2.7% | +1.0% | +1.7% | +2.6% |
| 3M | +6.1% | +35.8% | -29.7% | +4.1% |
| 6M | +18.0% | +56.7% | -38.7% | +14.5% |
| YTD | +26.6% | +60.7% | -34.1% | +22.2% |
| 1Y | +36.7% | +73.7% | -37.0% | +31.1% |
| 3Y | +146.0% | +82.8% | +63.2% | +129.3% |
| All | +168.1% | -7.4% | +175.5% | +171.7% |
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