+18.7%
PCG vs RDW
-0.7%
+19.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.6% |
| 7D | -3.5% | +0.9% | -4.4% | -3.5% |
| 30D | -20.6% | -21.3% | +0.7% | -19.9% |
| 3M | -17.6% | -37.9% | +20.3% | -16.4% |
| 6M | -23.5% | +12.3% | -35.7% | -25.1% |
| YTD | -13.6% | +39.7% | -53.4% | -17.2% |
| 1Y | -11.3% | +25.7% | -37.0% | -15.2% |
| 3Y | -16.9% | +230.8% | -247.8% | -28.1% |
| 5Y | +50.8% | -8.8% | +59.6% | +26.1% |
| All | +18.7% | -0.7% | +19.4% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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