-69.4%
BTDR vs PNC
+32.8%
-102.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.8% | -7.4% | -6.7% |
| 7D | -17.6% | +2.3% | -19.8% | -18.8% |
| 30D | -40.3% | +7.0% | -47.2% | -42.9% |
| 3M | -42.6% | -7.3% | -35.3% | -39.8% |
| 6M | -46.3% | +8.9% | -55.2% | -50.8% |
| YTD | -41.7% | +15.5% | -57.3% | -50.4% |
| 1Y | -69.4% | +31.8% | -101.2% | -78.4% |
| All | -69.4% | +32.8% | -102.2% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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