+2.0%
RDW vs PSA
+66.7%
-64.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.6% |
| 7D | +0.9% | -1.8% | +2.7% | +1.6% |
| 30D | -21.3% | -8.4% | -12.9% | -18.5% |
| 3M | -37.9% | -7.8% | -30.0% | -36.4% |
| 6M | +12.3% | +0.8% | +11.5% | +9.9% |
| YTD | +39.7% | +16.5% | +23.2% | +28.7% |
| 1Y | +25.7% | +4.7% | +21.0% | +21.0% |
| 3Y | +230.8% | +21.1% | +209.8% | +195.7% |
| 5Y | -8.8% | +14.2% | -23.0% | -19.3% |
| All | +2.0% | +66.7% | -64.7% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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