+11.1%
RDW vs PBR
+74.7%
-63.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.0% | +2.0% | -3.6% |
| 7D | -14.3% | -11.0% | -3.3% | -12.4% |
| 30D | -26.0% | -18.8% | -7.2% | -23.8% |
| 3M | -27.4% | +7.8% | -35.2% | -31.6% |
| 6M | -10.6% | -7.6% | -3.1% | -7.6% |
| YTD | +1.6% | +72.7% | -71.1% | -41.7% |
| 1Y | +11.1% | +72.9% | -61.9% | -39.6% |
| All | +11.1% | +74.7% | -63.6% | -39.6% |
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