-3.5%
PG vs RDDT
+245.5%
-249.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.6% |
| 7D | -0.2% | +5.1% | -5.3% | -0.1% |
| 30D | +1.1% | -8.8% | +9.9% | +0.9% |
| 3M | -1.6% | +0.2% | -1.8% | -1.4% |
| 6M | -1.5% | +22.7% | -24.2% | -0.9% |
| YTD | +4.2% | -29.4% | +33.6% | +3.9% |
| 1Y | -4.7% | -36.1% | +31.4% | -5.1% |
| All | -3.5% | +245.5% | -249.0% | -0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling