+20.4%
PFE vs RVMD
+396.9%
-376.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.4% |
| 7D | -4.0% | -3.6% | -0.5% | -3.9% |
| 30D | +3.9% | -1.1% | +4.9% | +3.9% |
| 3M | +9.9% | +41.0% | -31.1% | +8.3% |
| 6M | +5.3% | +105.7% | -100.4% | +1.7% |
| YTD | +16.8% | +155.3% | -138.5% | +11.2% |
| 1Y | +20.4% | +402.7% | -382.3% | +9.2% |
| All | +20.4% | +396.9% | -376.5% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling