+23.8%
BTDR vs PBF
+807.9%
-784.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.3% | +4.0% |
| 7D | +20.0% | +4.3% | +15.7% | +19.6% |
| 30D | +11.9% | +22.0% | -10.0% | +9.7% |
| 3M | -36.9% | +74.5% | -111.4% | -40.0% |
| 6M | +56.5% | +67.7% | -11.2% | +47.2% |
| YTD | +10.4% | +179.2% | -168.7% | -3.4% |
| 1Y | +3.1% | +170.0% | -166.9% | -10.5% |
| 3Y | -2.6% | +66.4% | -69.0% | -16.0% |
| 5Y | +25.2% | +764.5% | -739.3% | +6.5% |
| All | +23.8% | +807.9% | -784.1% | +5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling