+147.8%
PR vs RVTY
+206.8%
-59.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.4% | +0.5% | -3.0% |
| 7D | -16.5% | -9.0% | -7.5% | -13.9% |
| 30D | -4.5% | -1.6% | -3.0% | -4.3% |
| 3M | +8.5% | +31.2% | -22.7% | -2.3% |
| 6M | -3.3% | +63.6% | -66.9% | -20.9% |
| YTD | +55.7% | +56.3% | -0.6% | +27.2% |
| 1Y | +82.0% | +63.3% | +18.7% | +45.5% |
| 3Y | +62.5% | +72.4% | -10.0% | +21.6% |
| 5Y | +223.9% | -9.6% | +233.5% | +208.6% |
| 10Y | +64.2% | +203.7% | -139.5% | +4.5% |
| All | +147.8% | +206.8% | -59.0% | +58.2% |
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