+394.6%
PBR vs RVMD
+636.2%
-241.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +0.3% | -0.7% | +1.1% | +0.4% |
| 30D | +17.5% | +0.3% | +17.2% | +17.4% |
| 3M | +20.9% | +38.9% | -18.0% | +15.4% |
| 6M | +20.2% | +108.1% | -87.9% | +7.1% |
| YTD | +84.3% | +160.7% | -76.5% | +57.2% |
| 1Y | +77.1% | +407.3% | -330.2% | +35.9% |
| 3Y | +100.8% | +546.6% | -445.8% | +41.3% |
| 5Y | +556.1% | +579.8% | -23.7% | +327.1% |
| All | +394.6% | +636.2% | -241.6% | +131.2% |
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