+99.6%
PSX vs RVMD
+430.6%
-331.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +4.5% | +1.0% | +3.5% | +4.5% |
| 30D | +26.6% | +6.4% | +20.2% | +26.6% |
| 3M | +39.3% | +34.9% | +4.4% | +39.2% |
| 6M | +56.8% | +107.6% | -50.7% | +56.0% |
| YTD | +101.8% | +163.7% | -61.9% | +100.3% |
| 1Y | +99.6% | +439.2% | -339.6% | +103.2% |
| All | +99.6% | +430.6% | -331.0% | +103.2% |
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