+48.5%
BTDR vs PFG
+82.7%
-34.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.5% | -9.2% | -9.3% |
| 7D | -6.9% | +2.4% | -9.3% | -9.3% |
| 30D | -31.5% | +5.9% | -37.4% | -35.9% |
| 3M | -36.1% | -0.4% | -35.6% | -35.9% |
| 6M | -57.6% | +14.8% | -72.5% | -66.1% |
| YTD | -50.0% | +31.9% | -82.0% | -67.3% |
| 1Y | -49.6% | +38.8% | -88.4% | -69.7% |
| 3Y | +48.5% | +82.4% | -33.9% | -66.5% |
| All | +48.5% | +82.7% | -34.1% | -66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling