+114.5%
PSLV vs RVTY
+491.7%
-377.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.3% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | +3.5% | +10.8% | -7.4% | +1.6% |
| 3M | +0.3% | +26.8% | -26.5% | -4.1% |
| 6M | -21.0% | +39.3% | -60.3% | -25.8% |
| YTD | -8.9% | +31.6% | -40.5% | -13.7% |
| 1Y | +54.0% | +47.7% | +6.3% | +42.9% |
| 3Y | +175.4% | +19.9% | +155.5% | +160.1% |
| 5Y | +157.7% | -32.3% | +190.0% | +162.8% |
| 10Y | +184.9% | +138.4% | +46.5% | +135.7% |
| All | +114.5% | +491.7% | -377.1% | +33.5% |
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 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