+241.0%
RVMD vs PFG
+46.8%
+194.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.1% | -1.3% | +2.5% |
| 7D | +5.8% | +4.9% | +0.9% | +5.4% |
| 30D | -3.8% | +5.7% | -9.5% | -4.2% |
| 3M | +3.2% | +2.6% | +0.7% | +3.1% |
| 6M | +35.0% | +19.8% | +15.2% | +32.3% |
| YTD | +150.7% | +36.3% | +114.4% | +141.9% |
| 1Y | +241.0% | +47.9% | +193.1% | +221.1% |
| All | +241.0% | +46.8% | +194.1% | +221.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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