-69.4%
BTDR vs PFGC
+12.5%
-81.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +13.5% | -19.2% | -9.3% |
| 7D | -17.6% | +13.9% | -31.4% | -21.6% |
| 30D | -40.3% | +18.4% | -58.6% | -44.4% |
| 3M | -42.6% | -2.5% | -40.1% | -41.4% |
| 6M | -46.3% | +26.0% | -72.3% | -55.5% |
| YTD | -41.7% | +21.9% | -63.6% | -52.7% |
| 1Y | -69.4% | +13.4% | -82.8% | -73.1% |
| All | -69.4% | +12.5% | -81.9% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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