+196.2%
RDDT vs PCG
-7.0%
+203.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.6% | -6.9% | -3.9% |
| 7D | +3.3% | +5.4% | -2.1% | +2.2% |
| 30D | -7.6% | -15.1% | +7.5% | -4.5% |
| 3M | -12.7% | -9.8% | -2.9% | -10.9% |
| 6M | +7.2% | -18.0% | +25.2% | +11.8% |
| YTD | -35.0% | -7.2% | -27.8% | -34.9% |
| 1Y | -35.0% | +2.9% | -37.9% | -38.3% |
| All | +196.2% | -7.0% | +203.1% | +246.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded PCG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling