+843.8%
PM vs RVTY
+647.4%
+196.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.4% |
| 7D | -5.2% | -1.2% | -4.0% | -5.1% |
| 30D | +2.7% | +1.0% | +1.7% | +2.2% |
| 3M | +6.1% | +35.8% | -29.7% | -1.3% |
| 6M | +18.0% | +56.7% | -38.7% | +5.7% |
| YTD | +26.6% | +60.7% | -34.1% | +11.8% |
| 1Y | +36.7% | +73.7% | -37.0% | +18.3% |
| 3Y | +146.0% | +82.8% | +63.2% | +102.1% |
| 5Y | +164.1% | -7.0% | +171.1% | +152.6% |
| 10Y | +238.8% | +212.3% | +26.5% | +114.5% |
| All | +843.8% | +647.4% | +196.3% | +354.6% |
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