+141.0%
PH vs RVMD
+549.6%
-408.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | 0.0% | -0.7% | +0.8% | +0.1% |
| 30D | -10.3% | +0.3% | -10.6% | -10.3% |
| 3M | +5.1% | +38.9% | -33.8% | +1.5% |
| 6M | +2.3% | +108.1% | -105.8% | -6.4% |
| YTD | +8.7% | +160.7% | -152.1% | -4.3% |
| 1Y | +26.8% | +407.3% | -380.5% | +0.7% |
| All | +141.0% | +549.6% | -408.6% | +86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling