+694.2%
PVLA vs SPY
+78.1%
+616.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -13.3% | +2.6% | -15.9% | -14.7% |
| 30D | +24.4% | -2.0% | +26.4% | +26.1% |
| 3M | -2.6% | -2.8% | +0.2% | -0.8% |
| 6M | +26.5% | +2.1% | +24.3% | +25.5% |
| YTD | +45.7% | +11.5% | +34.2% | +38.2% |
| 1Y | +89.4% | +13.5% | +76.0% | +78.8% |
| 3Y | +694.2% | +77.7% | +616.5% | +543.8% |
| All | +694.2% | +78.1% | +616.1% | +543.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling