+2,164.3%
PPL vs RVTY
+2,816.3%
-652.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +1.5% |
| 7D | +1.0% | -9.0% | +10.1% | +2.2% |
| 30D | +6.8% | -1.6% | +8.4% | +6.9% |
| 3M | +3.9% | +31.2% | -27.3% | -0.1% |
| 6M | -2.0% | +63.6% | -65.6% | -8.7% |
| YTD | +5.3% | +56.3% | -51.0% | -1.8% |
| 1Y | +2.2% | +63.3% | -61.2% | -5.4% |
| 3Y | +56.7% | +72.4% | -15.7% | +42.1% |
| 5Y | +49.1% | -9.6% | +58.7% | +45.6% |
| 10Y | +63.6% | +203.7% | -140.0% | +34.7% |
| All | +2,164.3% | +2,816.3% | -652.0% | +1,272.4% |
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