+617.4%
RVMD vs PFGC
+80.8%
+536.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.7% |
| 7D | -1.2% | -2.4% | +1.2% | -0.5% |
| 30D | +1.1% | -15.8% | +16.8% | +6.4% |
| 3M | +39.6% | -0.6% | +40.2% | +39.4% |
| 6M | +110.7% | +10.7% | +100.0% | +102.6% |
| YTD | +160.3% | +7.6% | +152.6% | +151.2% |
| 1Y | +404.9% | -7.8% | +412.7% | +410.6% |
| 3Y | +545.5% | +63.7% | +481.7% | +443.8% |
| 5Y | +584.7% | +112.3% | +472.4% | +429.2% |
| All | +617.4% | +80.8% | +536.6% | +468.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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