+579.8%
RVMD vs PFG
+109.8%
+470.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.6% |
| 7D | -0.7% | +3.2% | -4.0% | -2.5% |
| 30D | +0.3% | +0.9% | -0.6% | -0.4% |
| 3M | +38.9% | +7.7% | +31.2% | +32.6% |
| 6M | +108.1% | +29.0% | +79.2% | +80.1% |
| YTD | +160.7% | +32.5% | +128.3% | +120.0% |
| 1Y | +407.3% | +47.3% | +360.0% | +301.3% |
| 3Y | +546.6% | +68.2% | +478.3% | +362.0% |
| 5Y | +579.8% | +108.5% | +471.3% | +353.8% |
| All | +579.8% | +109.8% | +470.0% | +353.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling