+7.9%
RDW vs PPL
+53.4%
-45.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.1% | +6.7% | +6.7% |
| 7D | +9.5% | +1.8% | +7.7% | +8.8% |
| 30D | -17.4% | -1.1% | -16.3% | -17.1% |
| 3M | -39.5% | 0.0% | -39.6% | -40.1% |
| 6M | +31.3% | -7.6% | +38.9% | +33.6% |
| YTD | +47.8% | +1.7% | +46.0% | +42.6% |
| 1Y | +33.8% | +1.5% | +32.3% | +29.3% |
| 3Y | +262.3% | +55.3% | +207.0% | +180.5% |
| 5Y | -5.7% | +37.7% | -43.4% | -24.6% |
| All | +7.9% | +53.4% | -45.6% | -14.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling