+26.1%
PAAS vs RVMD
+244.4%
-218.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.8% | +5.5% | +8.2% |
| 7D | -1.1% | +5.8% | -6.9% | -1.4% |
| 30D | -8.5% | -3.8% | -4.6% | -8.3% |
| 3M | -7.3% | +3.2% | -10.5% | -7.4% |
| 6M | -18.3% | +35.0% | -53.3% | -18.6% |
| YTD | -19.2% | +150.7% | -169.9% | -15.0% |
| 1Y | +26.1% | +241.0% | -214.8% | +23.3% |
| All | +26.1% | +244.4% | -218.2% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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