+96.9%
PSX vs RVMD
+244.4%
-147.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.8% | -7.3% | -4.5% |
| 7D | -5.2% | +5.8% | -11.0% | -5.2% |
| 30D | -3.7% | -3.8% | +0.1% | -3.7% |
| 3M | +26.8% | +3.2% | +23.5% | +26.7% |
| 6M | +47.3% | +35.0% | +12.3% | +47.0% |
| YTD | +105.4% | +150.7% | -45.3% | +101.4% |
| 1Y | +96.9% | +241.0% | -144.0% | +85.0% |
| All | +96.9% | +244.4% | -147.5% | +85.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling