-19.0%
PFE vs RDW
-9.1%
-9.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.3% |
| 7D | -2.6% | +0.9% | -3.4% | -2.6% |
| 30D | +5.4% | -21.3% | +26.6% | +5.9% |
| 3M | +7.8% | -37.9% | +45.6% | +8.7% |
| 6M | +5.0% | +12.3% | -7.2% | +4.0% |
| YTD | +17.1% | +39.7% | -22.7% | +14.8% |
| 1Y | +19.3% | +25.7% | -6.4% | +16.9% |
| 3Y | -0.9% | +230.8% | -231.8% | -5.6% |
| All | -19.0% | -9.1% | -9.9% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling