+135.3%
PSX vs RVMD
+549.6%
-414.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | +1.8% | -0.7% | +2.6% | +1.9% |
| 30D | +21.6% | +0.3% | +21.3% | +21.6% |
| 3M | +46.5% | +38.9% | +7.6% | +43.7% |
| 6M | +62.0% | +108.1% | -46.1% | +54.1% |
| YTD | +106.3% | +160.7% | -54.4% | +92.0% |
| 1Y | +103.0% | +407.3% | -304.3% | +78.2% |
| All | +135.3% | +549.6% | -414.3% | +105.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling