+212.8%
RDDT vs PBF
+48.1%
+164.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.5% |
| 7D | +2.1% | +5.3% | -3.2% | +1.8% |
| 30D | +2.8% | +11.7% | -8.9% | +2.0% |
| 3M | -8.9% | +91.1% | -100.0% | -13.6% |
| 6M | +15.1% | +88.4% | -73.4% | +8.4% |
| YTD | -31.4% | +194.1% | -225.4% | -39.5% |
| 1Y | -39.4% | +180.4% | -219.9% | -46.7% |
| All | +212.8% | +48.1% | +164.7% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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