+23.3%
BTDR vs PNC
+56.3%
-33.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.1% |
| 7D | +14.8% | -0.7% | +15.5% | +15.4% |
| 30D | +41.8% | -4.4% | +46.2% | +45.4% |
| 3M | -29.2% | +4.5% | -33.7% | -31.2% |
| 6M | +66.2% | +19.1% | +47.1% | +49.2% |
| YTD | +10.0% | +18.0% | -8.0% | -0.8% |
| 1Y | -11.0% | +24.1% | -35.0% | -22.3% |
| 3Y | +6.9% | +130.0% | -123.1% | -20.6% |
| 5Y | +24.7% | +50.4% | -25.7% | -7.4% |
| All | +23.3% | +56.3% | -33.0% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling