+4.4%
RDW vs PBF
+1,060.2%
-1,055.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.8% | +1.5% |
| 7D | +4.8% | +2.3% | +2.5% | +4.6% |
| 30D | -19.5% | +11.6% | -31.1% | -20.6% |
| 3M | -26.9% | +81.7% | -108.6% | -32.1% |
| 6M | +17.8% | +96.4% | -78.7% | +7.2% |
| YTD | +43.0% | +189.5% | -146.4% | +23.3% |
| 1Y | +32.1% | +180.7% | -148.7% | +13.4% |
| 3Y | +250.6% | +56.6% | +194.0% | +203.9% |
| 5Y | -6.6% | +802.0% | -808.6% | -24.9% |
| All | +4.4% | +1,060.2% | -1,055.8% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling