+1,105.8%
PFE vs RMD
+37,961.8%
-36,856.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.1% |
| 6M | +14.6% | +12.9% | +1.7% | +12.2% |
| YTD | +24.1% | -1.5% | +25.6% | +23.7% |
| 1Y | +26.6% | -4.8% | +31.3% | +26.8% |
| 3Y | +14.3% | +57.5% | -43.2% | +5.4% |
| 5Y | -21.9% | -5.5% | -16.4% | -23.7% |
| 10Y | +62.6% | +357.8% | -295.1% | +26.7% |
| All | +1,105.8% | +37,961.8% | -36,856.0% | +529.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling