-28.5%
PVLA vs SPY
+351.8%
-380.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.6% |
| 7D | +4.8% | +0.1% | +4.7% | +4.7% |
| 30D | +1.5% | +0.1% | +1.5% | +1.5% |
| 3M | +36.9% | +2.0% | +35.0% | +34.3% |
| 6M | +16.1% | +13.0% | +3.0% | +2.0% |
| YTD | +50.2% | +13.5% | +36.7% | +31.3% |
| 1Y | +190.4% | +20.0% | +170.5% | +139.8% |
| 3Y | +468.1% | +77.2% | +390.9% | +187.7% |
| 5Y | -62.8% | +81.9% | -144.7% | -81.6% |
| 10Y | +22.1% | +314.1% | -292.0% | -74.4% |
| All | -28.5% | +351.8% | -380.3% | -86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling