+95.0%
PAAS vs RVMD
+540.6%
-445.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.4% | +5.0% | -0.5% |
| 7D | -5.2% | -9.5% | +4.3% | -4.0% |
| 30D | -13.9% | -6.8% | -7.1% | -13.3% |
| 3M | -23.8% | -12.1% | -11.7% | -22.7% |
| 6M | -36.4% | +25.4% | -61.8% | -38.5% |
| YTD | -23.4% | +126.9% | -150.2% | -33.2% |
| 1Y | +5.6% | +182.0% | -176.4% | -11.0% |
| 3Y | +209.7% | +816.8% | -607.1% | +114.2% |
| 5Y | +55.6% | +464.0% | -408.4% | +7.1% |
| All | +95.0% | +540.6% | -445.6% | +20.5% |
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