+22.9%
PEP vs RVMD
+510.7%
-487.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.3% |
| 7D | +2.9% | -10.4% | +13.3% | +3.3% |
| 30D | +12.5% | -11.0% | +23.5% | +12.8% |
| 3M | +4.5% | -14.7% | +19.2% | +4.9% |
| 6M | -0.5% | +14.9% | -15.4% | -1.3% |
| YTD | +4.4% | +116.3% | -111.9% | +0.1% |
| 1Y | +4.4% | +167.6% | -163.3% | -1.0% |
| 3Y | -3.4% | +776.8% | -780.2% | -14.6% |
| 5Y | +5.2% | +424.8% | -419.6% | -7.2% |
| All | +22.9% | +510.7% | -487.9% | +0.9% |
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