+65.2%
PR vs RVTY
+206.3%
-141.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +0.9% |
| 7D | -16.4% | -1.2% | -15.2% | -16.1% |
| 30D | -1.9% | +1.0% | -2.9% | -2.5% |
| 3M | +8.0% | +35.8% | -27.9% | -4.3% |
| 6M | +4.1% | +56.7% | -52.6% | -13.5% |
| YTD | +58.7% | +60.7% | -2.0% | +27.7% |
| 1Y | +75.8% | +73.7% | +2.1% | +36.4% |
| 3Y | +73.2% | +82.8% | -9.6% | +25.2% |
| 5Y | +230.1% | -7.0% | +237.2% | +211.2% |
| All | +65.2% | +206.3% | -141.1% | +1.7% |
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