+101.6%
PSX vs RVMD
+375.0%
-273.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +1.7% | -3.0% | +4.7% | +1.7% |
| 30D | +15.6% | -0.7% | +16.4% | +15.6% |
| 3M | +46.5% | +36.5% | +9.9% | +46.4% |
| 6M | +55.0% | +104.6% | -49.6% | +54.4% |
| YTD | +105.3% | +155.8% | -50.5% | +104.4% |
| 1Y | +101.6% | +340.7% | -239.1% | +113.4% |
| All | +101.6% | +375.0% | -273.4% | +113.4% |
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