+185.4%
PSLV vs RVTY
+145.6%
+39.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.3% |
| 7D | -3.5% | -4.5% | +1.1% | -2.6% |
| 30D | -2.1% | +5.5% | -7.6% | -3.1% |
| 3M | -1.6% | +22.5% | -24.2% | -5.6% |
| 6M | -25.5% | +38.9% | -64.4% | -30.3% |
| YTD | -11.4% | +28.7% | -40.2% | -16.1% |
| 1Y | +48.6% | +45.5% | +3.1% | +37.5% |
| 3Y | +166.9% | +16.4% | +150.5% | +152.2% |
| 5Y | +152.4% | -32.7% | +185.2% | +158.0% |
| All | +185.4% | +145.6% | +39.8% | +132.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling