+28.3%
RDW vs PBR
+70.4%
-42.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.2% |
| 7D | -3.1% | +8.6% | -11.7% | -6.5% |
| 30D | -1.8% | +12.8% | -14.6% | -7.0% |
| 3M | -50.9% | +14.7% | -65.5% | -54.1% |
| 6M | +13.5% | +25.2% | -11.7% | -11.0% |
| YTD | +38.6% | +77.1% | -38.6% | -21.3% |
| 1Y | +28.3% | +69.6% | -41.3% | -26.3% |
| All | +28.3% | +70.4% | -42.1% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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