+19.3%
PH vs RVMD
+244.4%
-225.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.8% | -6.5% | -3.7% |
| 7D | -0.2% | +5.8% | -6.0% | -0.3% |
| 30D | -6.7% | -3.8% | -2.9% | -6.6% |
| 3M | -8.1% | +3.2% | -11.3% | -8.2% |
| 6M | +5.3% | +35.0% | -29.7% | +4.6% |
| YTD | +4.2% | +150.7% | -146.5% | +3.6% |
| 1Y | +19.3% | +241.0% | -221.6% | +10.5% |
| All | +19.3% | +244.4% | -225.0% | +10.5% |
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