+70.4%
PSA vs RVMD
+622.3%
-552.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -1.8% | -3.0% | +1.2% | -1.6% |
| 30D | -8.4% | -0.7% | -7.6% | -8.4% |
| 3M | -7.8% | +36.5% | -44.4% | -10.1% |
| 6M | +0.8% | +104.6% | -103.8% | -5.4% |
| YTD | +16.5% | +155.8% | -139.3% | +7.0% |
| 1Y | +4.7% | +340.7% | -336.0% | -8.2% |
| 3Y | +21.1% | +519.9% | -498.9% | +0.9% |
| 5Y | +14.2% | +584.9% | -570.8% | -9.1% |
| All | +70.4% | +622.3% | -552.0% | +28.5% |
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