+48.9%
PAAS vs RVMD
+437.8%
-388.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -3.8% |
| 7D | -7.0% | -0.7% | -6.3% | -7.0% |
| 30D | -15.3% | -6.4% | -8.9% | -14.7% |
| 3M | -27.7% | -14.1% | -13.7% | -26.5% |
| 6M | -40.5% | +21.0% | -61.5% | -42.1% |
| YTD | -26.5% | +121.4% | -147.9% | -35.7% |
| 1Y | -0.8% | +167.9% | -168.7% | -15.9% |
| 3Y | +196.9% | +794.7% | -597.8% | +102.8% |
| All | +48.9% | +437.8% | -388.9% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling