+16.5%
BTDR vs PBF
+785.3%
-768.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.7% | -7.2% | -6.5% |
| 7D | -3.2% | +2.3% | -5.5% | -3.4% |
| 30D | +32.7% | +11.6% | +21.1% | +31.2% |
| 3M | -28.4% | +81.7% | -110.1% | -32.2% |
| 6M | +51.7% | +96.4% | -44.7% | +39.7% |
| YTD | +2.9% | +189.5% | -186.6% | -10.8% |
| 1Y | -15.5% | +180.7% | -196.2% | -27.3% |
| 3Y | 0.0% | +56.6% | -56.6% | -14.5% |
| 5Y | +16.5% | +802.0% | -785.5% | -1.0% |
| All | +16.5% | +785.3% | -768.9% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling