+19.6%
BTDR vs PNR
-16.5%
+36.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.9% |
| 7D | -3.4% | -6.0% | +2.6% | -0.5% |
| 30D | +32.6% | -14.0% | +46.6% | +42.3% |
| 3M | -32.2% | -21.7% | -10.5% | -25.0% |
| 6M | +52.4% | -37.3% | +89.6% | +90.2% |
| YTD | +6.7% | -45.1% | +51.8% | +42.4% |
| 1Y | -15.2% | -49.1% | +33.9% | +17.3% |
| 3Y | +14.9% | -14.8% | +29.7% | +39.4% |
| 5Y | +20.8% | -21.0% | +41.8% | +43.2% |
| All | +19.6% | -16.5% | +36.1% | +45.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling