+4.4%
RDW vs PFG
+165.0%
-160.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.9% |
| 7D | +4.8% | -3.0% | +7.8% | +7.4% |
| 30D | -19.5% | +2.5% | -22.0% | -21.5% |
| 3M | -26.9% | +6.1% | -33.0% | -31.5% |
| 6M | +17.8% | +31.3% | -13.5% | -8.2% |
| YTD | +43.0% | +33.6% | +9.5% | +9.5% |
| 1Y | +32.1% | +48.5% | -16.4% | -7.5% |
| 3Y | +250.6% | +69.6% | +181.0% | +133.6% |
| 5Y | -6.6% | +111.5% | -118.1% | -41.8% |
| All | +4.4% | +165.0% | -160.6% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling