-25.7%
RDW vs PR
+1,063.7%
-1,089.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -5.0% | -4.0% |
| 7D | +7.2% | +6.0% | +1.2% | +5.9% |
| 30D | -10.3% | -4.2% | -6.1% | -9.5% |
| 3M | -41.4% | +10.0% | -51.4% | -42.6% |
| 6M | -32.5% | +15.6% | -48.2% | -35.2% |
| YTD | +1.7% | +68.2% | -66.5% | -10.1% |
| 1Y | +39.0% | +79.2% | -40.2% | +21.3% |
| 3Y | +214.2% | +94.9% | +119.3% | +168.0% |
| 5Y | -31.3% | +272.8% | -304.1% | -47.1% |
| All | -25.7% | +1,063.7% | -1,089.4% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling