+618.6%
RVMD vs PNR
+41.2%
+577.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +1.0% |
| 7D | -0.7% | -3.9% | +3.1% | +1.0% |
| 30D | +0.3% | -13.8% | +14.1% | +6.8% |
| 3M | +38.9% | -22.5% | +61.4% | +53.0% |
| 6M | +108.1% | -37.2% | +145.3% | +150.2% |
| YTD | +160.7% | -44.2% | +205.0% | +228.7% |
| 1Y | +407.3% | -46.6% | +453.9% | +554.0% |
| 3Y | +546.6% | -12.5% | +559.1% | +533.2% |
| 5Y | +579.8% | -19.3% | +599.2% | +553.7% |
| All | +618.6% | +41.2% | +577.4% | +430.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling