+1,067.3%
PFE vs RMD
+36,837.6%
-35,770.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.2% |
| 7D | +1.8% | -5.0% | +6.7% | +2.5% |
| 30D | +10.2% | +2.2% | +8.0% | +9.8% |
| 3M | +12.7% | +17.8% | -5.2% | +9.9% |
| 6M | +10.5% | -11.3% | +21.9% | +12.0% |
| YTD | +20.2% | -4.4% | +24.6% | +20.4% |
| 1Y | +24.1% | -15.7% | +39.8% | +26.6% |
| 3Y | -3.6% | +47.7% | -51.3% | -10.4% |
| 5Y | -20.9% | -19.2% | -1.6% | -20.9% |
| 10Y | +35.8% | +280.4% | -244.6% | +8.5% |
| All | +1,067.3% | +36,837.6% | -35,770.4% | +512.7% |
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 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