+27.5%
PCG vs RDW
+5.0%
+22.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.6% | -3.0% | +3.4% |
| 7D | +5.4% | +9.5% | -4.0% | +5.1% |
| 30D | -15.1% | -17.4% | +2.2% | -14.6% |
| 3M | -9.8% | -39.5% | +29.7% | -8.5% |
| 6M | -18.0% | +31.3% | -49.4% | -20.3% |
| YTD | -7.2% | +47.8% | -55.0% | -11.3% |
| 1Y | +2.9% | +33.8% | -31.0% | -1.9% |
| 3Y | -11.1% | +262.3% | -273.4% | -23.3% |
| 5Y | +61.8% | -5.7% | +67.5% | +35.1% |
| All | +27.5% | +5.0% | +22.5% | +4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling