+206.2%
RDDT vs PCG
-10.2%
+216.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.4% |
| 7D | +1.0% | -13.9% | +14.8% | +3.8% |
| 30D | -0.5% | -16.9% | +16.3% | +3.2% |
| 3M | -16.0% | -14.7% | -1.3% | -13.4% |
| 6M | +4.9% | -23.8% | +28.7% | +11.3% |
| YTD | -32.8% | -10.5% | -22.3% | -32.2% |
| 1Y | -33.5% | -5.1% | -28.3% | -34.9% |
| All | +206.2% | -10.2% | +216.5% | +260.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling