+19.6%
BTDR vs PBF
+856.2%
-836.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.6% |
| 7D | -3.4% | +5.3% | -8.7% | -3.8% |
| 30D | +32.6% | +11.7% | +20.9% | +31.2% |
| 3M | -32.2% | +91.1% | -123.3% | -36.0% |
| 6M | +52.4% | +88.4% | -36.1% | +41.6% |
| YTD | +6.7% | +194.1% | -187.4% | -7.1% |
| 1Y | -15.2% | +180.4% | -195.6% | -26.6% |
| 3Y | +14.9% | +59.3% | -44.4% | -1.3% |
| 5Y | +20.8% | +816.3% | -795.5% | +2.4% |
| All | +19.6% | +856.2% | -836.6% | +1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling