-21.5%
PFE vs RMD
-5.3%
-16.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -1.4% |
| 7D | -3.7% | +2.3% | -6.0% | -4.0% |
| 30D | +5.0% | +4.1% | +0.8% | +4.3% |
| 3M | +12.2% | +5.7% | +6.5% | +11.2% |
| 6M | +14.6% | +12.9% | +1.7% | +12.5% |
| YTD | +24.1% | -1.5% | +25.6% | +23.7% |
| 1Y | +26.6% | -4.8% | +31.3% | +26.7% |
| 3Y | +14.3% | +57.5% | -43.2% | +9.1% |
| All | -21.5% | -5.3% | -16.2% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling