+249.6%
PH vs RVMD
+576.1%
-326.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -1.3% | -3.0% | +1.7% | -0.9% |
| 30D | -11.0% | -0.7% | -10.2% | -10.9% |
| 3M | +5.5% | +36.5% | -31.0% | +1.7% |
| 6M | +1.5% | +104.6% | -103.1% | -7.8% |
| YTD | +8.8% | +155.8% | -147.1% | -4.8% |
| 1Y | +24.5% | +340.7% | -316.2% | +0.9% |
| 3Y | +141.2% | +519.9% | -378.8% | +82.5% |
| All | +249.6% | +576.1% | -326.5% | +152.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling