-67.1%
PVLA vs SPY
+79.8%
-146.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.1% |
| 7D | -3.3% | -2.0% | -1.3% | -1.6% |
| 30D | -2.5% | -1.7% | -0.9% | -1.1% |
| 3M | +47.2% | +4.7% | +42.4% | +41.8% |
| 6M | +5.8% | +12.5% | -6.7% | -3.5% |
| YTD | +43.7% | +11.7% | +32.0% | +31.6% |
| 1Y | +151.8% | +17.5% | +134.3% | +122.5% |
| 3Y | +526.6% | +76.6% | +450.1% | +276.5% |
| 5Y | -67.1% | +82.0% | -149.1% | -80.7% |
| All | -67.1% | +79.8% | -146.8% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling