+59.9%
PPL vs RVTY
+12.6%
+47.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +2.7% | +1.1% | +1.6% | +2.6% |
| 30D | +0.5% | +13.2% | -12.8% | -0.5% |
| 3M | +0.7% | +27.2% | -26.6% | -1.2% |
| 6M | -7.6% | +32.4% | -40.0% | -9.6% |
| YTD | +1.8% | +34.9% | -33.0% | -0.8% |
| 1Y | -0.8% | +52.4% | -53.1% | -4.9% |
| All | +59.9% | +12.6% | +47.3% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling