+20.4%
BTDR vs PNR
-21.7%
+42.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.9% |
| 7D | -3.4% | -6.0% | +2.6% | -0.4% |
| 30D | +32.6% | -14.0% | +46.6% | +42.4% |
| 3M | -32.2% | -21.7% | -10.5% | -24.9% |
| 6M | +52.4% | -37.3% | +89.6% | +90.9% |
| YTD | +6.7% | -45.1% | +51.8% | +43.0% |
| 1Y | -15.2% | -49.1% | +33.9% | +18.0% |
| 3Y | +14.9% | -14.8% | +29.7% | +39.6% |
| All | +20.4% | -21.7% | +42.1% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling