+129.8%
PM vs RDW
+241.5%
-111.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.7% |
| 7D | +4.7% | +0.9% | +3.8% | +4.7% |
| 30D | +2.6% | -21.3% | +23.9% | +2.6% |
| 3M | +6.6% | -37.9% | +44.4% | +7.0% |
| 6M | +16.5% | +12.3% | +4.2% | +15.7% |
| YTD | +21.2% | +39.7% | -18.6% | +20.0% |
| 1Y | +17.9% | +25.7% | -7.8% | +16.7% |
| 3Y | +129.8% | +230.8% | -101.0% | +108.8% |
| All | +129.8% | +241.5% | -111.7% | +108.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling