+496.2%
RVMD vs PFG
+161.1%
+335.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | -10.4% | +2.4% | -12.8% | -11.3% |
| 30D | -11.0% | +5.9% | -16.8% | -13.2% |
| 3M | -14.7% | -0.4% | -14.3% | -14.7% |
| 6M | +14.9% | +14.8% | +0.1% | +6.9% |
| YTD | +116.3% | +31.9% | +84.4% | +87.4% |
| 1Y | +167.6% | +38.8% | +128.8% | +125.9% |
| 3Y | +776.8% | +82.4% | +694.4% | +541.6% |
| 5Y | +424.8% | +94.7% | +330.1% | +274.4% |
| All | +496.2% | +161.1% | +335.1% | +236.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling