+18.1%
PG vs RDDT
-45.7%
+63.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.0% | -2.7% | +3.4% |
| 7D | +5.7% | -24.4% | +30.1% | +5.2% |
| 30D | +15.4% | -32.3% | +47.7% | +14.5% |
| 3M | +13.8% | -36.3% | +50.1% | +12.9% |
| 6M | +18.3% | -39.7% | +58.0% | +17.1% |
| YTD | +20.1% | -55.7% | +75.8% | +18.4% |
| All | +18.1% | -45.7% | +63.8% | +16.5% |
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 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