+250.9%
PM vs RMD
+340.4%
-89.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -6.6% | +3.1% | -9.7% | -7.2% |
| 30D | -3.4% | +1.8% | -5.2% | -3.9% |
| 3M | +5.3% | +6.7% | -1.4% | +3.8% |
| 6M | +15.5% | +13.9% | +1.6% | +12.1% |
| YTD | +24.3% | -2.0% | +26.3% | +23.8% |
| 1Y | +29.7% | -5.4% | +35.1% | +30.0% |
| 3Y | +144.9% | +67.4% | +77.5% | +111.1% |
| 5Y | +159.0% | -5.7% | +164.8% | +150.5% |
| 10Y | +250.9% | +338.4% | -87.4% | +149.7% |
| All | +250.9% | +340.4% | -89.4% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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