+3.1%
BTDR vs PBF
+176.4%
-173.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.3% | +3.7% |
| 7D | +20.0% | +4.3% | +15.7% | +20.7% |
| 30D | +11.9% | +22.0% | -10.0% | +15.7% |
| 3M | -36.9% | +74.5% | -111.4% | -28.8% |
| 6M | +56.5% | +67.7% | -11.2% | +76.0% |
| YTD | +10.4% | +179.2% | -168.7% | +23.3% |
| 1Y | +3.1% | +170.0% | -166.9% | +15.5% |
| All | +3.1% | +176.4% | -173.3% | +15.5% |
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