-39.4%
RDDT vs PFGC
-10.1%
-29.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | +2.1% | -4.8% | +6.9% | +2.6% |
| 30D | +2.8% | -12.5% | +15.4% | +3.8% |
| 3M | -8.9% | -9.7% | +0.8% | -7.6% |
| 6M | +15.1% | +7.0% | +8.0% | +17.7% |
| YTD | -31.4% | +4.5% | -35.8% | -29.5% |
| 1Y | -39.4% | -11.6% | -27.9% | -34.2% |
| All | -39.4% | -10.1% | -29.4% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling