+62.6%
BTDR vs PBF
+79.2%
-16.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +2.2% | -15.0% | -13.2% |
| 7D | +15.4% | +4.3% | +11.2% | +14.6% |
| 30D | -33.4% | -21.8% | -11.6% | -31.0% |
| 3M | -32.0% | +1.7% | -33.8% | -32.8% |
| 6M | -52.2% | +69.8% | -122.0% | -57.2% |
| YTD | -45.3% | +167.7% | -213.1% | -60.0% |
| 1Y | -56.0% | +89.0% | -145.0% | -63.7% |
| All | +62.6% | +79.2% | -16.6% | +51.6% |
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