+821.1%
PM vs RVTY
+674.5%
+146.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -6.0% | -3.2% |
| 7D | -7.3% | +6.0% | -13.3% | -8.6% |
| 30D | -4.0% | +4.3% | -8.3% | -5.1% |
| 3M | +2.7% | +40.2% | -37.5% | -5.1% |
| 6M | +14.9% | +59.3% | -44.4% | +2.6% |
| YTD | +23.5% | +66.5% | -43.0% | +8.2% |
| 1Y | +30.4% | +77.5% | -47.1% | +12.3% |
| 3Y | +143.2% | +92.5% | +50.7% | +97.3% |
| 5Y | +159.5% | -6.8% | +166.3% | +148.7% |
| 10Y | +234.7% | +225.4% | +9.3% | +109.8% |
| All | +821.1% | +674.5% | +146.6% | +340.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling