+29.6%
PPL vs RVMD
+581.6%
-552.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.2% | -8.8% | -1.1% |
| 7D | +0.4% | +0.5% | -0.1% | +0.3% |
| 30D | +5.4% | -4.3% | +9.7% | +5.6% |
| 3M | +4.3% | -2.8% | +7.1% | +4.2% |
| 6M | -1.3% | +27.3% | -28.6% | -3.3% |
| YTD | +4.7% | +141.4% | -136.7% | -3.0% |
| 1Y | +1.3% | +213.3% | -212.0% | -8.2% |
| 3Y | +57.2% | +792.7% | -735.4% | +28.9% |
| 5Y | +48.2% | +470.6% | -422.3% | +21.2% |
| All | +29.6% | +581.6% | -552.0% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling