+626.7%
RVMD vs PFG
+168.3%
+458.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.3% |
| 7D | +1.0% | +5.5% | -4.5% | -1.6% |
| 30D | +6.4% | +2.4% | +4.1% | +5.1% |
| 3M | +34.9% | +13.6% | +21.3% | +26.4% |
| 6M | +107.6% | +27.9% | +79.7% | +83.9% |
| YTD | +163.7% | +35.6% | +128.1% | +125.7% |
| 1Y | +439.2% | +48.5% | +390.7% | +340.6% |
| 3Y | +499.2% | +66.9% | +432.3% | +358.8% |
| 5Y | +621.7% | +111.0% | +510.8% | +396.6% |
| All | +626.7% | +168.3% | +458.4% | +304.9% |
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