+61.8%
PCG vs RVMD
+570.7%
-508.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +3.7% |
| 7D | +5.4% | -1.2% | +6.6% | +5.5% |
| 30D | -15.1% | +1.1% | -16.2% | -15.1% |
| 3M | -9.8% | +39.6% | -49.4% | -11.5% |
| 6M | -18.0% | +110.7% | -128.7% | -22.1% |
| YTD | -7.2% | +160.3% | -167.5% | -13.9% |
| 1Y | +2.9% | +404.9% | -402.1% | -10.3% |
| 3Y | -11.1% | +545.5% | -556.5% | -25.6% |
| 5Y | +61.8% | +584.7% | -522.9% | +32.7% |
| All | +61.8% | +570.7% | -508.9% | +32.7% |
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