-69.4%
BTDR vs PBF
+120.1%
-189.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -6.7% | +1.0% | -6.6% |
| 7D | -17.6% | -0.9% | -16.6% | -17.6% |
| 30D | -40.3% | -13.7% | -26.5% | -41.5% |
| 3M | -42.6% | +10.6% | -53.2% | -40.5% |
| 6M | -46.3% | +61.2% | -107.5% | -37.4% |
| YTD | -41.7% | +172.7% | -214.5% | -31.0% |
| 1Y | -69.4% | +111.0% | -180.4% | -67.9% |
| All | -69.4% | +120.1% | -189.5% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling