+18.4%
BTDR vs PBF
+55.5%
-37.0%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.3% | -2.6% |
| 7D | +14.8% | +1.4% | +13.4% | +14.5% |
| 30D | +41.8% | +15.8% | +26.0% | +37.8% |
| 3M | -29.2% | +90.3% | -119.5% | -37.5% |
| 6M | +66.2% | +102.8% | -36.6% | +37.9% |
| YTD | +10.0% | +187.3% | -177.3% | -20.0% |
| 1Y | -11.0% | +161.8% | -172.8% | -35.7% |
| All | +18.4% | +55.5% | -37.0% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling