+11.1%
RDW vs PFGC
+12.5%
-1.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +13.5% | -18.5% | -8.3% |
| 7D | -14.3% | +13.9% | -28.2% | -17.8% |
| 30D | -26.0% | +18.4% | -44.3% | -30.4% |
| 3M | -27.4% | -2.5% | -24.8% | -24.8% |
| 6M | -10.6% | +26.0% | -36.7% | -25.2% |
| YTD | +1.6% | +21.9% | -20.3% | -9.5% |
| 1Y | +11.1% | +13.4% | -2.3% | +4.7% |
| All | +11.1% | +12.5% | -1.4% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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