+220.4%
PR vs RVTY
-6.1%
+226.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -1.9% |
| 7D | -12.4% | +6.0% | -18.4% | -13.7% |
| 30D | -6.6% | +4.3% | -10.8% | -7.7% |
| 3M | +7.5% | +40.2% | -32.7% | -1.7% |
| 6M | +10.8% | +59.3% | -48.5% | -2.6% |
| YTD | +57.0% | +66.5% | -9.5% | +34.4% |
| 1Y | +67.9% | +77.5% | -9.5% | +40.4% |
| 3Y | +87.6% | +92.5% | -4.9% | +47.7% |
| 5Y | +220.4% | -6.8% | +227.2% | +191.1% |
| All | +220.4% | -6.1% | +226.4% | +191.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling