+135.3%
PM vs RDW
-9.1%
+144.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.9% |
| 6M | +16.5% | +12.3% | +4.2% | +15.9% |
| YTD | +21.2% | +39.7% | -18.6% | +20.3% |
| 1Y | +17.9% | +25.7% | -7.8% | +17.0% |
| 3Y | +129.8% | +230.8% | -101.0% | +123.0% |
| All | +135.3% | -9.1% | +144.3% | +118.6% |
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