-44.0%
BTDR vs PBF
+774.6%
-818.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.5% | -9.1% | -8.7% |
| 7D | -6.9% | +6.5% | -13.4% | -7.4% |
| 30D | -31.5% | -20.0% | -11.5% | -30.4% |
| 3M | -36.1% | -3.3% | -32.7% | -36.1% |
| 6M | -57.6% | +76.8% | -134.4% | -59.9% |
| YTD | -50.0% | +168.9% | -219.0% | -56.3% |
| 1Y | -49.6% | +96.4% | -146.0% | -54.1% |
| 3Y | +48.5% | +77.2% | -28.7% | +28.2% |
| 5Y | -43.8% | +417.7% | -461.6% | -51.8% |
| All | -44.0% | +774.6% | -818.6% | -52.3% |
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