+605.1%
RVMD vs PNR
+38.9%
+566.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -3.0% | -6.0% | +3.1% | -0.3% |
| 30D | -0.7% | -14.0% | +13.2% | +5.7% |
| 3M | +36.5% | -21.7% | +58.2% | +49.6% |
| 6M | +104.6% | -37.3% | +141.9% | +146.1% |
| YTD | +155.8% | -45.1% | +201.0% | +224.9% |
| 1Y | +340.7% | -49.1% | +389.8% | +480.7% |
| 3Y | +519.9% | -14.8% | +534.8% | +514.9% |
| 5Y | +584.9% | -21.0% | +606.0% | +564.7% |
| All | +605.1% | +38.9% | +566.2% | +424.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling