+1,102.3%
PSX vs RVTY
+546.6%
+555.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.6% | +1.9% |
| 7D | -8.0% | +6.0% | -14.0% | -9.6% |
| 30D | -9.0% | +4.3% | -13.3% | -10.4% |
| 3M | +24.7% | +40.2% | -15.5% | +12.2% |
| 6M | +49.3% | +59.3% | -10.0% | +28.3% |
| YTD | +100.2% | +66.5% | +33.7% | +67.0% |
| 1Y | +88.8% | +77.5% | +11.4% | +54.1% |
| 3Y | +152.5% | +92.5% | +60.0% | +94.8% |
| 5Y | +283.2% | -6.8% | +290.0% | +262.6% |
| 10Y | +345.8% | +225.4% | +120.4% | +113.0% |
| All | +1,102.3% | +546.6% | +555.6% | +328.1% |
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