+603.6%
RVMD vs PSLV
+221.9%
+381.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.3% | +3.2% | -1.1% |
| 7D | -3.6% | -4.9% | +1.3% | -2.7% |
| 30D | -1.1% | -1.9% | +0.8% | -0.8% |
| 3M | +41.0% | +4.2% | +36.8% | +39.5% |
| 6M | +105.7% | -27.6% | +133.3% | +116.5% |
| YTD | +155.3% | -11.7% | +167.0% | +144.5% |
| 1Y | +402.7% | +49.3% | +353.4% | +304.1% |
| 3Y | +533.1% | +167.1% | +366.0% | +309.1% |
| 5Y | +583.5% | +151.7% | +431.8% | +341.8% |
| All | +603.6% | +221.9% | +381.8% | +232.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling