+19.6%
BTDR vs PNC
+58.6%
-39.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.4% |
| 7D | -3.4% | -0.6% | -2.8% | -3.1% |
| 30D | +32.6% | -4.4% | +37.0% | +35.9% |
| 3M | -32.2% | +5.2% | -37.5% | -34.5% |
| 6M | +52.4% | +20.6% | +31.7% | +35.6% |
| YTD | +6.7% | +19.8% | -13.1% | -4.6% |
| 1Y | -15.2% | +24.4% | -39.7% | -26.2% |
| 3Y | +14.9% | +131.2% | -116.4% | -15.4% |
| 5Y | +20.8% | +53.1% | -32.3% | -11.1% |
| All | +19.6% | +58.6% | -39.0% | -11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling