+35.6%
PFE vs RDDT
-48.8%
+84.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.0% | -3.3% | +2.7% |
| 7D | +4.6% | -24.4% | +28.9% | +4.3% |
| 30D | +12.3% | -32.3% | +44.6% | +12.0% |
| 3M | +21.2% | -36.3% | +57.5% | +20.8% |
| 6M | +21.1% | -39.7% | +60.8% | +20.5% |
| YTD | +30.0% | -55.7% | +85.7% | +27.8% |
| 1Y | +35.6% | -45.7% | +81.3% | +32.0% |
| All | +35.6% | -48.8% | +84.4% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 1y: compounded portfolio wealth divided by compounded RDDT 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…
1y analysis · Full analysis span regression · 6 months rolling