+48.5%
BTDR vs PFGC
+82.6%
-34.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.1% | -9.7% | -9.5% |
| 7D | -6.9% | +3.4% | -10.3% | -9.1% |
| 30D | -31.5% | +16.9% | -48.5% | -41.4% |
| 3M | -36.1% | +6.4% | -42.5% | -40.3% |
| 6M | -57.6% | +16.0% | -73.6% | -65.3% |
| YTD | -50.0% | +23.6% | -73.7% | -62.8% |
| 1Y | -49.6% | +16.6% | -66.2% | -60.0% |
| 3Y | +48.5% | +82.3% | -33.7% | -19.0% |
| All | +48.5% | +82.6% | -34.1% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling