+32.9%
PFE vs RMD
+265.7%
-232.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.6% |
| 7D | -2.7% | -4.5% | +1.8% | -1.7% |
| 30D | +3.8% | +4.6% | -0.7% | +2.8% |
| 3M | +10.4% | +14.8% | -4.4% | +6.8% |
| 6M | +6.3% | -12.1% | +18.3% | +8.7% |
| YTD | +17.4% | -7.5% | +24.8% | +18.5% |
| 1Y | +21.1% | -20.1% | +41.2% | +26.2% |
| 3Y | -1.6% | +53.9% | -55.5% | -13.5% |
| 5Y | -22.2% | -22.2% | +0.1% | -20.2% |
| 10Y | +32.9% | +268.2% | -235.4% | -9.3% |
| All | +32.9% | +265.7% | -232.8% | -9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling