+367.0%
PSX vs RVMD
+560.0%
-193.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | +1.5% | -3.6% | +5.1% | +1.7% |
| 30D | +15.8% | -1.1% | +16.9% | +15.9% |
| 3M | +43.0% | +41.0% | +2.0% | +40.0% |
| 6M | +61.1% | +105.7% | -44.6% | +53.2% |
| YTD | +104.5% | +155.3% | -50.8% | +90.8% |
| 1Y | +102.5% | +402.7% | -300.2% | +79.6% |
| 3Y | +133.5% | +533.1% | -399.6% | +100.6% |
| 5Y | +367.0% | +583.5% | -216.6% | +299.4% |
| All | +367.0% | +560.0% | -193.1% | +299.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling