+212.8%
RDDT vs PCG
-13.4%
+226.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.8% |
| 7D | +2.1% | -3.5% | +5.6% | +2.7% |
| 30D | +2.8% | -20.6% | +23.4% | +7.5% |
| 3M | -8.9% | -17.6% | +8.6% | -5.5% |
| 6M | +15.1% | -23.5% | +38.5% | +21.4% |
| YTD | -31.4% | -13.6% | -17.7% | -30.4% |
| 1Y | -39.4% | -11.3% | -28.1% | -39.5% |
| All | +212.8% | -13.4% | +226.2% | +270.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling