+386.6%
PSX vs RVTY
+134.6%
+252.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.2% | +1.3% |
| 7D | +1.8% | -5.4% | +7.2% | +3.2% |
| 30D | +21.6% | +6.7% | +14.9% | +19.4% |
| 3M | +46.5% | +19.0% | +27.4% | +39.2% |
| 6M | +62.0% | +34.6% | +27.4% | +47.5% |
| YTD | +106.3% | +28.3% | +78.1% | +89.2% |
| 1Y | +103.0% | +46.0% | +56.9% | +78.2% |
| 3Y | +135.5% | +16.9% | +118.7% | +115.2% |
| 5Y | +368.5% | -32.9% | +401.4% | +393.3% |
| 10Y | +386.6% | +141.6% | +244.9% | +162.4% |
| All | +386.6% | +134.6% | +252.0% | +162.4% |
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 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