+378.4%
PH vs RVMD
+620.8%
-242.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.3% |
| 7D | -3.1% | -3.6% | +0.4% | -2.6% |
| 30D | -11.8% | -1.1% | -10.7% | -11.7% |
| 3M | +6.9% | +41.0% | -34.1% | +1.4% |
| 6M | -1.3% | +105.7% | -107.0% | -13.0% |
| YTD | +7.0% | +155.3% | -148.4% | -10.2% |
| 1Y | +23.1% | +402.7% | -379.6% | -8.2% |
| 3Y | +135.4% | +533.1% | -397.7% | +62.5% |
| 5Y | +250.3% | +583.5% | -333.2% | +123.4% |
| All | +378.4% | +620.8% | -242.4% | +148.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling