-6.1%
RDW vs PBF
+799.3%
-805.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.5% |
| 7D | +0.9% | +5.3% | -4.5% | +0.1% |
| 30D | -21.3% | +11.7% | -33.0% | -22.7% |
| 3M | -37.9% | +91.1% | -128.9% | -44.2% |
| 6M | +12.3% | +88.4% | -76.2% | -0.4% |
| YTD | +39.7% | +194.1% | -154.3% | +13.5% |
| 1Y | +25.7% | +180.4% | -154.7% | +1.7% |
| 3Y | +230.8% | +59.3% | +171.5% | +173.2% |
| All | -6.1% | +799.3% | -805.4% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling