+1,632.9%
PBR vs RMD
+3,388.5%
-1,755.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.2% | +6.7% | +4.6% |
| 7D | +2.5% | -4.5% | +6.9% | +4.0% |
| 30D | +19.4% | +4.6% | +14.8% | +17.3% |
| 3M | +20.8% | +14.8% | +6.0% | +14.0% |
| 6M | +23.5% | -12.1% | +35.6% | +27.0% |
| YTD | +83.4% | -7.5% | +90.9% | +84.7% |
| 1Y | +77.6% | -20.1% | +97.6% | +87.7% |
| 3Y | +99.9% | +53.9% | +46.0% | +59.1% |
| 5Y | +567.7% | -22.2% | +589.9% | +562.6% |
| 10Y | +621.5% | +268.2% | +353.3% | +273.5% |
| All | +1,632.9% | +3,388.5% | -1,755.6% | +429.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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