+19.6%
BTDR vs PPG
-28.7%
+48.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.5% |
| 7D | -3.4% | -6.2% | +2.9% | -0.3% |
| 30D | +32.6% | -7.9% | +40.5% | +37.9% |
| 3M | -32.2% | -10.2% | -22.0% | -28.3% |
| 6M | +52.4% | +2.7% | +49.7% | +53.0% |
| YTD | +6.7% | +4.9% | +1.8% | +6.4% |
| 1Y | -15.2% | -3.2% | -12.0% | -13.2% |
| 3Y | +14.9% | -17.0% | +31.9% | +18.1% |
| 5Y | +20.8% | -23.3% | +44.1% | +23.7% |
| All | +19.6% | -28.7% | +48.3% | +22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling