+29.2%
PPL vs RVMD
+609.5%
-580.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -0.5% |
| 7D | -1.2% | +6.4% | -7.6% | -1.7% |
| 30D | +4.2% | +5.5% | -1.2% | +3.7% |
| 3M | +1.5% | -2.4% | +4.0% | +1.5% |
| 6M | +1.0% | +41.1% | -40.1% | -1.6% |
| YTD | +4.4% | +151.3% | -146.9% | -3.6% |
| 1Y | +0.8% | +228.1% | -227.3% | -8.9% |
| 3Y | +56.5% | +899.8% | -843.3% | +27.2% |
| 5Y | +47.7% | +514.0% | -466.3% | +19.9% |
| All | +29.2% | +609.5% | -580.3% | -6.1% |
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