+39.4%
PPL vs RVMD
+627.7%
-588.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +2.7% | +1.0% | +1.6% | +2.6% |
| 30D | +0.5% | +6.4% | -6.0% | +0.2% |
| 3M | +0.7% | +34.9% | -34.2% | -0.6% |
| 6M | -7.6% | +107.6% | -115.1% | -10.8% |
| YTD | +1.8% | +163.7% | -161.9% | -3.3% |
| 1Y | -0.8% | +439.2% | -440.0% | -9.6% |
| 3Y | +56.9% | +499.2% | -442.3% | +39.4% |
| All | +39.4% | +627.7% | -588.3% | +18.0% |
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