+519.9%
RVMD vs PPG
-17.4%
+537.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -3.0% | -6.2% | +3.3% | -0.8% |
| 30D | -0.7% | -7.9% | +7.2% | +2.0% |
| 3M | +36.5% | -10.2% | +46.8% | +41.0% |
| 6M | +104.6% | +2.7% | +101.9% | +98.8% |
| YTD | +155.8% | +4.9% | +150.9% | +142.2% |
| 1Y | +340.7% | -3.2% | +343.9% | +335.0% |
| 3Y | +519.9% | -17.0% | +536.9% | +489.4% |
| All | +519.9% | -17.4% | +537.3% | +489.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 3y: compounded portfolio wealth divided by compounded PPG 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…
3y analysis · Full analysis span regression · 6 months rolling