+11.1%
RDW vs PPL
+1.0%
+10.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -5.0% | -4.9% |
| 7D | -14.3% | +1.8% | -16.1% | -12.8% |
| 30D | -26.0% | +8.4% | -34.4% | -20.0% |
| 3M | -27.4% | +2.4% | -29.8% | -25.7% |
| 6M | -10.6% | -4.0% | -6.7% | -11.7% |
| YTD | +1.6% | +4.5% | -2.9% | +1.8% |
| 1Y | +11.1% | +1.7% | +9.4% | +15.0% |
| All | +11.1% | +1.0% | +10.1% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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