+11.1%
RDW vs PBF
+120.1%
-109.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.7% | +1.7% | -5.1% |
| 7D | -14.3% | -0.9% | -13.4% | -14.3% |
| 30D | -26.0% | -13.7% | -12.3% | -26.2% |
| 3M | -27.4% | +10.6% | -38.0% | -27.0% |
| 6M | -10.6% | +61.2% | -71.8% | -8.4% |
| YTD | +1.6% | +172.7% | -171.1% | -3.3% |
| 1Y | +11.1% | +111.0% | -99.9% | -1.3% |
| All | +11.1% | +120.1% | -109.0% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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