+763.1%
PM vs RMD
+1,248.7%
-485.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -4.9% | -5.0% | +0.1% | -3.9% |
| 30D | -3.4% | +2.2% | -5.6% | -3.9% |
| 3M | +5.2% | +17.8% | -12.7% | +1.3% |
| 6M | +3.7% | -11.3% | +15.0% | +5.9% |
| YTD | +15.8% | -4.4% | +20.2% | +16.1% |
| 1Y | +17.4% | -15.7% | +33.1% | +20.8% |
| 3Y | +116.9% | +47.7% | +69.2% | +91.1% |
| 5Y | +117.3% | -19.2% | +136.5% | +116.9% |
| 10Y | +193.8% | +280.4% | -86.6% | +93.9% |
| All | +763.1% | +1,248.7% | -485.6% | +259.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling