+18.4%
BTDR vs PFGC
+61.7%
-43.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -1.5% |
| 7D | +14.8% | -3.7% | +18.5% | +18.9% |
| 30D | +41.8% | -16.0% | +57.8% | +66.6% |
| 3M | -29.2% | -4.1% | -25.0% | -29.2% |
| 6M | +66.2% | +8.7% | +57.5% | +44.8% |
| YTD | +10.0% | +6.4% | +3.6% | -5.2% |
| 1Y | -11.0% | -8.4% | -2.6% | -8.2% |
| All | +18.4% | +61.7% | -43.3% | -37.1% |
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 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