+241.0%
RVMD vs PNR
-31.2%
+272.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.3% | -0.5% | +3.1% |
| 7D | +5.8% | +11.9% | -6.1% | +6.9% |
| 30D | -3.8% | +37.1% | -41.0% | -1.0% |
| 3M | +3.2% | +5.7% | -2.5% | +4.5% |
| 6M | +35.0% | -5.7% | +40.7% | +36.9% |
| YTD | +150.7% | -29.8% | +180.5% | +143.8% |
| 1Y | +241.0% | -31.8% | +272.8% | +233.3% |
| All | +241.0% | -31.2% | +272.1% | +233.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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