-69.4%
BTDR vs PNR
-31.2%
-38.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.3% | -8.9% | -6.6% |
| 7D | -17.6% | +11.9% | -29.5% | -21.0% |
| 30D | -40.3% | +37.1% | -77.4% | -47.2% |
| 3M | -42.6% | +5.7% | -48.3% | -43.6% |
| 6M | -46.3% | -5.7% | -40.6% | -43.8% |
| YTD | -41.7% | -29.8% | -11.9% | -29.4% |
| 1Y | -69.4% | -31.8% | -37.6% | -61.8% |
| All | -69.4% | -31.2% | -38.2% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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