+15.7%
PFE vs RVMD
+510.7%
-495.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.3% |
| 7D | -1.7% | -10.4% | +8.7% | -1.1% |
| 30D | +0.3% | -11.0% | +11.3% | +0.9% |
| 3M | +9.4% | -14.7% | +24.1% | +10.2% |
| 6M | +14.9% | +14.9% | 0.0% | +13.6% |
| YTD | +23.8% | +116.3% | -92.5% | +16.8% |
| 1Y | +19.5% | +167.6% | -148.1% | +11.2% |
| 3Y | +21.0% | +776.8% | -755.8% | +4.7% |
| 5Y | -23.9% | +424.8% | -448.7% | -34.3% |
| All | +15.7% | +510.7% | -495.1% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling