+588.9%
RVMD vs PSLV
+154.2%
+434.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -3.0% | -3.5% | +0.5% | -2.5% |
| 30D | -0.7% | -2.1% | +1.4% | -0.5% |
| 3M | +36.5% | -1.6% | +38.2% | +36.5% |
| 6M | +104.6% | -25.5% | +130.1% | +110.4% |
| YTD | +155.8% | -11.4% | +167.2% | +146.3% |
| 1Y | +340.7% | +48.6% | +292.1% | +268.5% |
| 3Y | +519.9% | +166.9% | +353.0% | +329.5% |
| All | +588.9% | +154.2% | +434.6% | +373.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 5y: compounded portfolio wealth divided by compounded PSLV 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…
5y analysis · Full analysis span regression · 6 months rolling