-15.2%
BTDR vs PPG
-0.8%
-14.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.4% |
| 7D | -3.4% | -6.2% | +2.9% | +2.0% |
| 30D | +32.6% | -7.9% | +40.5% | +41.8% |
| 3M | -32.2% | -10.2% | -22.0% | -25.5% |
| 6M | +52.4% | +2.7% | +49.7% | +51.7% |
| YTD | +6.7% | +4.9% | +1.8% | +11.6% |
| 1Y | -15.2% | -3.2% | -12.0% | +2.4% |
| All | -15.2% | -0.8% | -14.5% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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