+4.4%
RDW vs PR
+1,088.7%
-1,084.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +4.8% | -0.2% | +5.0% | +4.9% |
| 30D | -19.5% | +10.4% | -30.0% | -21.2% |
| 3M | -26.9% | +21.1% | -48.0% | -30.2% |
| 6M | +17.8% | +28.8% | -11.0% | +10.1% |
| YTD | +43.0% | +71.8% | -28.8% | +26.0% |
| 1Y | +32.1% | +73.3% | -41.2% | +15.7% |
| 3Y | +250.6% | +85.9% | +164.8% | +200.1% |
| 5Y | -6.6% | +421.8% | -428.4% | -27.9% |
| All | +4.4% | +1,088.7% | -1,084.3% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling