+25.9%
PPL vs RVMD
+634.9%
-609.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | +1.8% | -1.2% | +3.0% | +1.9% |
| 30D | -1.1% | +1.1% | -2.1% | -1.2% |
| 3M | 0.0% | +39.6% | -39.6% | -2.3% |
| 6M | -7.6% | +110.7% | -118.3% | -12.8% |
| YTD | +1.7% | +160.3% | -158.6% | -6.1% |
| 1Y | +1.5% | +404.9% | -403.4% | -11.2% |
| 3Y | +55.3% | +545.5% | -490.2% | +29.7% |
| 5Y | +37.7% | +584.7% | -547.0% | +10.6% |
| All | +25.9% | +634.9% | -609.0% | -8.5% |
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