+84.5%
PR vs RVTY
+211.6%
-127.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.8% |
| 7D | +6.0% | -0.5% | +6.4% | +6.1% |
| 30D | -4.2% | +1.5% | -5.7% | -5.1% |
| 3M | +10.0% | +31.5% | -21.5% | -1.5% |
| 6M | +15.6% | +62.7% | -47.1% | -5.3% |
| YTD | +68.2% | +60.0% | +8.2% | +35.4% |
| 1Y | +79.2% | +65.7% | +13.5% | +41.7% |
| 3Y | +94.9% | +85.2% | +9.7% | +39.8% |
| 5Y | +272.8% | -14.9% | +287.7% | +268.9% |
| All | +84.5% | +211.6% | -127.1% | +20.0% |
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