+5.6%
PAAS vs RVMD
+190.1%
-184.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.4% | +5.0% | -1.0% |
| 7D | -5.2% | -9.5% | +4.3% | -4.7% |
| 30D | -13.9% | -6.8% | -7.1% | -13.6% |
| 3M | -23.8% | -12.1% | -11.7% | -23.3% |
| 6M | -36.4% | +25.4% | -61.8% | -36.2% |
| YTD | -23.4% | +126.9% | -150.2% | -18.7% |
| 1Y | +5.6% | +182.0% | -176.4% | +17.3% |
| All | +5.6% | +190.1% | -184.5% | +17.3% |
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