+1,666.7%
PG vs RMD
+35,478.8%
-33,812.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.0% |
| 7D | -3.4% | -4.7% | +1.3% | -3.0% |
| 30D | -2.6% | +0.2% | -2.8% | -2.6% |
| 3M | -3.3% | +12.0% | -15.3% | -4.3% |
| 6M | -6.7% | -12.5% | +5.8% | -5.8% |
| YTD | +1.7% | -7.9% | +9.7% | +2.2% |
| 1Y | -7.9% | -20.4% | +12.5% | -6.4% |
| 3Y | +0.9% | +53.1% | -52.2% | -3.6% |
| 5Y | +12.6% | -22.1% | +34.8% | +12.9% |
| 10Y | +117.2% | +275.4% | -158.2% | +95.3% |
| All | +1,666.7% | +35,478.8% | -33,812.2% | +1,354.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling