-0.3%
PEP vs RVMD
+396.9%
-397.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | -0.1% |
| 7D | -1.4% | -3.6% | +2.2% | -1.5% |
| 30D | -0.2% | -1.1% | +0.9% | -0.2% |
| 3M | -4.3% | +41.0% | -45.3% | -3.5% |
| 6M | -13.2% | +105.7% | -118.9% | -11.7% |
| YTD | -1.9% | +155.3% | -157.2% | 0.0% |
| 1Y | -0.3% | +402.7% | -403.1% | -0.3% |
| All | -0.3% | +396.9% | -397.3% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling