+7.6%
PSA vs RVTY
+57.1%
-49.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -3.7% | +1.1% | -4.8% | -3.9% |
| 30D | -7.7% | +13.2% | -21.0% | -10.2% |
| 3M | -0.6% | +27.2% | -27.8% | -6.1% |
| 6M | -0.9% | +32.4% | -33.3% | -8.1% |
| YTD | +18.7% | +34.9% | -16.2% | +8.8% |
| 1Y | +7.6% | +52.4% | -44.7% | -4.8% |
| All | +7.6% | +57.1% | -49.5% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling