+2.0%
RDW vs PFGC
+86.3%
-84.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | +0.9% | -4.8% | +5.6% | +3.4% |
| 30D | -21.3% | -12.5% | -8.7% | -15.6% |
| 3M | -37.9% | -9.7% | -28.1% | -35.2% |
| 6M | +12.3% | +7.0% | +5.2% | +6.1% |
| YTD | +39.7% | +4.5% | +35.3% | +34.1% |
| 1Y | +25.7% | -11.6% | +37.3% | +31.3% |
| 3Y | +230.8% | +58.5% | +172.3% | +169.8% |
| 5Y | -8.8% | +112.6% | -121.3% | -32.3% |
| All | +2.0% | +86.3% | -84.3% | -24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling