+18.4%
PFE vs RDDT
+211.6%
-193.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | 0.0% |
| 7D | -4.3% | -7.4% | +3.1% | -4.3% |
| 30D | +2.7% | -7.7% | +10.4% | +2.7% |
| 3M | +10.0% | -17.8% | +27.8% | +10.0% |
| 6M | +7.2% | +5.5% | +1.7% | +7.1% |
| YTD | +17.3% | -36.3% | +53.6% | +17.3% |
| 1Y | +20.3% | -39.0% | +59.3% | +20.2% |
| All | +18.4% | +211.6% | -193.2% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling