+2.0%
RDW vs PBR
+546.0%
-544.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.1% |
| 7D | +0.9% | +5.4% | -4.5% | -0.2% |
| 30D | -21.3% | +22.9% | -44.1% | -24.8% |
| 3M | -37.9% | +19.6% | -57.5% | -40.5% |
| 6M | +12.3% | +16.5% | -4.2% | +7.6% |
| YTD | +39.7% | +86.7% | -46.9% | +20.9% |
| 1Y | +25.7% | +74.7% | -49.0% | +10.3% |
| 3Y | +230.8% | +102.6% | +128.3% | +183.5% |
| 5Y | -8.8% | +566.6% | -575.3% | -29.8% |
| All | +2.0% | +546.0% | -544.0% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling