+190.3%
RDDT vs PCG
-10.9%
+201.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -1.2% |
| 7D | -7.4% | +6.5% | -13.8% | -8.5% |
| 30D | -7.7% | -16.7% | +9.0% | -4.4% |
| 3M | -17.8% | -14.2% | -3.6% | -15.4% |
| 6M | +5.5% | -21.5% | +26.9% | +10.8% |
| YTD | -36.3% | -11.2% | -25.1% | -35.7% |
| 1Y | -39.0% | -4.2% | -34.8% | -40.8% |
| All | +190.3% | -10.9% | +201.3% | +242.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling