-15.2%
RDW vs PPG
+33.8%
-49.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | -3.1% | -16.7% | -18.0% |
| 7D | -32.4% | +2.7% | -35.1% | -33.4% |
| 30D | -41.7% | +15.7% | -57.4% | -46.7% |
| 3M | -42.3% | +4.1% | -46.4% | -43.7% |
| 6M | -28.8% | +17.3% | -46.1% | -35.8% |
| YTD | -18.6% | +22.5% | -41.1% | -34.6% |
| 1Y | -15.2% | +31.4% | -46.6% | -36.8% |
| All | -15.2% | +33.8% | -49.0% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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