+28.2%
PH vs RVMD
+430.6%
-402.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -3.1% | +1.0% | -4.1% | -3.1% |
| 30D | -3.2% | +6.4% | -9.7% | -3.4% |
| 3M | +10.6% | +34.9% | -24.3% | +9.5% |
| 6M | -2.1% | +107.6% | -109.7% | -4.6% |
| YTD | +10.2% | +163.7% | -153.5% | +7.1% |
| 1Y | +28.2% | +439.2% | -411.0% | +14.8% |
| All | +28.2% | +430.6% | -402.4% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling