+763.1%
PM vs RVTY
+527.2%
+235.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.6% | -1.9% |
| 7D | -4.9% | +1.1% | -6.0% | -5.1% |
| 30D | -3.4% | +13.2% | -16.6% | -6.1% |
| 3M | +5.2% | +27.2% | -22.1% | -0.8% |
| 6M | +3.7% | +32.4% | -28.7% | -3.6% |
| YTD | +15.8% | +34.9% | -19.1% | +6.7% |
| 1Y | +17.4% | +52.4% | -35.0% | +4.6% |
| 3Y | +116.9% | +12.3% | +104.6% | +101.1% |
| 5Y | +117.3% | -30.8% | +148.1% | +124.7% |
| 10Y | +193.8% | +150.7% | +43.1% | +96.5% |
| All | +763.1% | +527.2% | +235.9% | +334.0% |
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 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