+65.0%
PPL vs RVTY
+219.6%
-154.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | -1.0% | -0.7% | -0.2% | -0.9% |
| 30D | +3.0% | +1.7% | +1.3% | +2.5% |
| 3M | +1.1% | +36.8% | -35.7% | -4.6% |
| 6M | -0.8% | +60.1% | -60.9% | -9.1% |
| YTD | +3.5% | +64.0% | -60.5% | -6.4% |
| 1Y | -0.9% | +68.2% | -69.1% | -10.9% |
| 3Y | +54.2% | +88.8% | -34.6% | +31.4% |
| 5Y | +46.3% | -10.5% | +56.8% | +44.5% |
| 10Y | +65.0% | +219.7% | -154.6% | +20.8% |
| All | +65.0% | +219.6% | -154.5% | +20.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling