-15.2%
BTDR vs PFGC
-10.1%
-5.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.2% | +3.9% |
| 7D | -3.4% | -4.8% | +1.4% | -1.2% |
| 30D | +32.6% | -12.5% | +45.1% | +40.9% |
| 3M | -32.2% | -9.7% | -22.5% | -31.4% |
| 6M | +52.4% | +7.0% | +45.3% | +36.1% |
| YTD | +6.7% | +4.5% | +2.2% | -4.9% |
| 1Y | -15.2% | -11.6% | -3.7% | -19.4% |
| All | -15.2% | -10.1% | -5.2% | -19.4% |
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