+154.4%
PAAS vs RVMD
+644.5%
-490.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -2.9% | +1.0% | -3.9% | -3.0% |
| 30D | +6.8% | +6.4% | +0.3% | +5.9% |
| 3M | -2.9% | +34.9% | -37.8% | -6.7% |
| 6M | -16.4% | +107.6% | -124.0% | -25.1% |
| YTD | 0.0% | +163.7% | -163.7% | -14.3% |
| 1Y | +54.3% | +439.2% | -384.9% | +18.0% |
| 3Y | +230.7% | +499.2% | -268.5% | +139.0% |
| 5Y | +111.6% | +621.7% | -510.1% | +40.9% |
| All | +154.4% | +644.5% | -490.1% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling