+2.0%
RDW vs PSLV
+134.3%
-132.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.4% |
| 7D | +0.9% | -3.5% | +4.3% | +2.0% |
| 30D | -21.3% | -2.1% | -19.1% | -20.9% |
| 3M | -37.9% | -1.6% | -36.2% | -37.9% |
| 6M | +12.3% | -25.5% | +37.8% | +22.5% |
| YTD | +39.7% | -11.4% | +51.2% | +40.3% |
| 1Y | +25.7% | +48.6% | -22.9% | +6.3% |
| 3Y | +230.8% | +166.9% | +64.0% | +131.5% |
| 5Y | -8.8% | +152.4% | -161.2% | -36.5% |
| All | +2.0% | +134.3% | -132.3% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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