+2.0%
RDW vs PH
+253.8%
-251.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -3.7% |
| 7D | +0.9% | -1.3% | +2.1% | +1.8% |
| 30D | -21.3% | -11.0% | -10.3% | -13.5% |
| 3M | -37.9% | +5.5% | -43.4% | -40.5% |
| 6M | +12.3% | +1.5% | +10.8% | +9.0% |
| YTD | +39.7% | +8.8% | +31.0% | +27.8% |
| 1Y | +25.7% | +24.5% | +1.2% | +1.4% |
| 3Y | +230.8% | +141.2% | +89.7% | +61.6% |
| 5Y | -8.8% | +256.3% | -265.1% | -65.2% |
| All | +2.0% | +253.8% | -251.8% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling