-69.4%
BTDR vs PFG
+46.8%
-116.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.1% | -9.8% | -7.0% |
| 7D | -17.6% | +4.9% | -22.4% | -18.9% |
| 30D | -40.3% | +5.7% | -45.9% | -41.4% |
| 3M | -42.6% | +2.6% | -45.2% | -43.4% |
| 6M | -46.3% | +19.8% | -66.1% | -52.0% |
| YTD | -41.7% | +36.3% | -78.0% | -50.6% |
| 1Y | -69.4% | +47.9% | -117.3% | -73.0% |
| All | -69.4% | +46.8% | -116.2% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling