+23.2%
PFE vs RVMD
+190.1%
-166.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.7% | +0.6% |
| 7D | -3.0% | -9.5% | +6.6% | -2.6% |
| 30D | +5.2% | -6.8% | +12.0% | +5.4% |
| 3M | +12.2% | -12.1% | +24.3% | +12.7% |
| 6M | +17.8% | +25.4% | -7.6% | +16.7% |
| YTD | +26.2% | +126.9% | -100.7% | +21.8% |
| 1Y | +23.2% | +182.0% | -158.8% | +11.9% |
| All | +23.2% | +190.1% | -166.9% | +11.9% |
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