-43.9%
BTDR vs PFG
+92.7%
-136.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.5% | -9.2% | -9.0% |
| 7D | -6.9% | +2.4% | -9.3% | -8.2% |
| 30D | -31.5% | +5.9% | -37.4% | -33.8% |
| 3M | -36.1% | -0.4% | -35.6% | -35.8% |
| 6M | -57.6% | +14.8% | -72.5% | -62.0% |
| YTD | -50.0% | +31.9% | -82.0% | -59.0% |
| 1Y | -49.6% | +38.8% | -88.4% | -60.2% |
| 3Y | +48.5% | +82.4% | -33.9% | +10.2% |
| All | -43.9% | +92.7% | -136.7% | -58.1% |
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