+2,151.7%
PPL vs RVTY
+2,899.1%
-747.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -0.9% |
| 7D | +0.4% | -1.2% | +1.6% | +0.5% |
| 30D | +5.4% | +1.0% | +4.4% | +5.1% |
| 3M | +4.3% | +35.8% | -31.6% | -0.2% |
| 6M | -1.3% | +56.7% | -58.0% | -7.5% |
| YTD | +4.7% | +60.7% | -56.0% | -2.8% |
| 1Y | +1.3% | +73.7% | -72.4% | -7.0% |
| 3Y | +57.2% | +82.8% | -25.5% | +41.4% |
| 5Y | +48.2% | -7.0% | +55.3% | +44.3% |
| 10Y | +62.7% | +212.3% | -149.6% | +33.4% |
| All | +2,151.7% | +2,899.1% | -747.4% | +1,259.8% |
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 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