-21.4%
PFE vs RVMD
+591.3%
-612.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -4.3% | -0.7% | -3.5% | -4.2% |
| 30D | +2.7% | +0.3% | +2.4% | +2.7% |
| 3M | +10.0% | +38.9% | -28.9% | +7.8% |
| 6M | +7.2% | +108.1% | -100.9% | +2.0% |
| YTD | +17.3% | +160.7% | -143.4% | +9.6% |
| 1Y | +20.3% | +407.3% | -387.0% | +7.6% |
| 3Y | -1.6% | +546.6% | -548.2% | -13.7% |
| 5Y | -21.4% | +579.8% | -601.2% | -34.7% |
| All | -21.4% | +591.3% | -612.7% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling