+19.6%
BTDR vs PFGC
+106.1%
-86.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.2% | +3.9% |
| 7D | -3.4% | -4.8% | +1.4% | -1.5% |
| 30D | +32.6% | -12.5% | +45.1% | +39.9% |
| 3M | -32.2% | -9.7% | -22.5% | -30.2% |
| 6M | +52.4% | +7.0% | +45.3% | +46.3% |
| YTD | +6.7% | +4.5% | +2.2% | +2.8% |
| 1Y | -15.2% | -11.6% | -3.7% | -12.7% |
| 3Y | +14.9% | +58.5% | -43.6% | +4.2% |
| 5Y | +20.8% | +112.6% | -91.8% | +9.4% |
| All | +19.6% | +106.1% | -86.5% | +8.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling