+18.4%
BTDR vs PFG
+67.4%
-49.0%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -1.6% |
| 7D | +14.8% | +3.2% | +11.6% | +10.6% |
| 30D | +41.8% | +0.9% | +40.9% | +39.7% |
| 3M | -29.2% | +7.7% | -36.9% | -37.3% |
| 6M | +66.2% | +29.0% | +37.2% | +15.3% |
| YTD | +10.0% | +32.5% | -22.5% | -27.3% |
| 1Y | -11.0% | +47.3% | -58.3% | -50.8% |
| All | +18.4% | +67.4% | -49.0% | -43.6% |
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