+15,761.4%
PSA vs RVTY
+2,959.8%
+12,801.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | 0.0% |
| 7D | -2.1% | -0.7% | -1.3% | -2.0% |
| 30D | +16.2% | +1.7% | +14.5% | +15.6% |
| 3M | +4.3% | +36.8% | -32.5% | -1.6% |
| 6M | +9.9% | +60.1% | -50.2% | +0.7% |
| YTD | +33.3% | +64.0% | -30.7% | +21.1% |
| 1Y | +25.8% | +68.2% | -42.4% | +13.7% |
| 3Y | +54.8% | +88.8% | -34.0% | +35.9% |
| 5Y | +27.5% | -10.5% | +38.1% | +24.8% |
| 10Y | +134.5% | +219.7% | -85.2% | +83.5% |
| All | +15,761.4% | +2,959.8% | +12,801.7% | +9,404.9% |
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