+15,648.0%
PSA vs RVTY
+2,936.0%
+12,712.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -2.1% | +4.1% | -6.2% | -2.8% |
| 30D | +15.6% | +1.3% | +14.3% | +15.1% |
| 3M | +4.1% | +33.3% | -29.2% | -1.4% |
| 6M | +9.2% | +58.3% | -49.1% | +0.2% |
| YTD | +32.3% | +62.7% | -30.4% | +20.3% |
| 1Y | +26.2% | +67.2% | -41.1% | +14.2% |
| 3Y | +53.7% | +87.3% | -33.6% | +35.1% |
| 5Y | +26.6% | -13.4% | +40.0% | +24.5% |
| 10Y | +132.8% | +217.2% | -84.4% | +82.4% |
| All | +15,648.0% | +2,936.0% | +12,712.0% | +9,349.4% |
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