+116.1%
PG vs RMD
+274.3%
-158.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | -0.8% | -4.4% | +3.6% | +0.1% |
| 30D | +0.8% | -3.1% | +4.0% | +1.4% |
| 3M | -1.3% | +13.8% | -15.1% | -4.1% |
| 6M | -3.8% | -8.6% | +4.8% | -2.5% |
| YTD | +3.6% | -8.6% | +12.3% | +4.8% |
| 1Y | -5.7% | -19.7% | +13.9% | -2.2% |
| 3Y | +1.6% | +48.4% | -46.8% | -10.4% |
| 5Y | +14.6% | -22.7% | +37.3% | +16.6% |
| All | +116.1% | +274.3% | -158.2% | +67.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling