+4.4%
RDW vs PH
+247.9%
-243.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.9% |
| 7D | +4.8% | -3.1% | +8.0% | +7.5% |
| 30D | -19.5% | -11.8% | -7.8% | -10.9% |
| 3M | -26.9% | +6.9% | -33.8% | -30.5% |
| 6M | +17.8% | -1.3% | +19.0% | +17.0% |
| YTD | +43.0% | +7.0% | +36.1% | +32.7% |
| 1Y | +32.1% | +23.1% | +9.0% | +7.5% |
| 3Y | +250.6% | +135.4% | +115.3% | +74.7% |
| 5Y | -6.6% | +250.3% | -257.0% | -63.9% |
| All | +4.4% | +247.9% | -243.5% | -59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling