+230.8%
RDW vs PFG
+70.6%
+160.3%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -3.5% |
| 7D | +0.9% | -0.4% | +1.3% | +1.2% |
| 30D | -21.3% | +2.9% | -24.2% | -24.4% |
| 3M | -37.9% | +6.7% | -44.6% | -44.0% |
| 6M | +12.3% | +33.8% | -21.5% | -24.5% |
| YTD | +39.7% | +35.0% | +4.8% | -8.2% |
| 1Y | +25.7% | +46.4% | -20.7% | -26.2% |
| 3Y | +230.8% | +71.7% | +159.2% | +72.4% |
| All | +230.8% | +70.6% | +160.3% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 3y: compounded portfolio wealth divided by compounded PFG 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…
3y analysis · Full analysis span regression · 6 months rolling