+238.6%
RDW vs PPL
+51.6%
+187.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | +4.8% | -2.6% | +7.4% | +5.3% |
| 30D | -19.5% | -3.0% | -16.5% | -19.1% |
| 3M | -26.9% | -3.9% | -23.0% | -26.8% |
| 6M | +17.8% | -8.9% | +26.6% | +19.3% |
| YTD | +43.0% | -0.8% | +43.8% | +37.7% |
| 1Y | +32.1% | -2.1% | +34.2% | +28.4% |
| All | +238.6% | +51.6% | +187.0% | +153.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling