+66.2%
BTDR vs PNR
-36.1%
+102.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.0% |
| 7D | +14.8% | -3.9% | +18.7% | +16.4% |
| 30D | +41.8% | -13.8% | +55.6% | +49.1% |
| 3M | -29.2% | -22.5% | -6.6% | -21.9% |
| 6M | +66.2% | -37.2% | +103.3% | +129.4% |
| All | +66.2% | -36.1% | +102.2% | +129.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling