+24.7%
BTDR vs PFG
+109.8%
-85.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.1% |
| 7D | +14.8% | +3.2% | +11.6% | +12.7% |
| 30D | +41.8% | +0.9% | +40.9% | +40.9% |
| 3M | -29.2% | +7.7% | -36.9% | -33.2% |
| 6M | +66.2% | +29.0% | +37.2% | +39.3% |
| YTD | +10.0% | +32.5% | -22.5% | -9.5% |
| 1Y | -11.0% | +47.3% | -58.3% | -32.1% |
| 3Y | +6.9% | +68.2% | -61.3% | -19.3% |
| 5Y | +24.7% | +108.5% | -83.8% | -6.4% |
| All | +24.7% | +109.8% | -85.1% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling