+154.6%
RDW vs PSLV
+166.6%
-12.0%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.2% |
| 7D | -0.4% | -5.9% | +5.5% | +1.8% |
| 30D | -22.8% | -3.1% | -19.6% | -22.1% |
| 3M | -30.6% | -5.3% | -25.3% | -29.6% |
| 6M | +9.4% | -21.8% | +31.1% | +17.7% |
| YTD | +38.0% | -13.7% | +51.7% | +39.2% |
| 1Y | +20.7% | +42.8% | -22.1% | +2.8% |
| 3Y | +154.6% | +167.3% | -12.7% | +87.9% |
| All | +154.6% | +166.6% | -12.0% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling