+9,651.5%
PH vs RMD
+36,837.6%
-27,186.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -3.1% | -5.0% | +1.9% | -2.1% |
| 30D | -3.2% | +2.2% | -5.5% | -3.8% |
| 3M | +10.6% | +17.8% | -7.3% | +6.9% |
| 6M | -2.1% | -11.3% | +9.2% | -0.3% |
| YTD | +10.2% | -4.4% | +14.6% | +10.5% |
| 1Y | +28.2% | -15.7% | +43.9% | +31.6% |
| 3Y | +134.9% | +47.7% | +87.1% | +114.2% |
| 5Y | +253.6% | -19.2% | +272.9% | +256.0% |
| 10Y | +804.7% | +280.4% | +524.3% | +597.0% |
| All | +9,651.5% | +36,837.6% | -27,186.1% | +5,199.1% |
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