+156.9%
PVLA vs SPY
+18.1%
+138.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -1.6% |
| 7D | -4.5% | -0.8% | -3.8% | -3.3% |
| 30D | -3.2% | -1.1% | -2.1% | -1.4% |
| 3M | +41.1% | +3.9% | +37.3% | +32.3% |
| 6M | +7.5% | +13.6% | -6.1% | -15.5% |
| YTD | +43.4% | +12.7% | +30.8% | +13.4% |
| 1Y | +156.9% | +17.5% | +139.3% | +77.7% |
| All | +156.9% | +18.1% | +138.7% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling