+246.6%
PAAS vs RVMD
+545.7%
-299.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | +2.0% | -1.2% | +3.2% | +2.1% |
| 30D | -0.1% | +1.1% | -1.1% | -0.2% |
| 3M | +8.2% | +39.6% | -31.4% | +4.3% |
| 6M | -13.8% | +110.7% | -124.5% | -21.2% |
| YTD | -0.6% | +160.3% | -160.9% | -12.8% |
| 1Y | +44.0% | +404.9% | -360.9% | +12.3% |
| 3Y | +246.6% | +545.5% | -298.9% | +136.0% |
| All | +246.6% | +545.7% | -299.1% | +136.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling