+23.3%
BTDR vs PR
+412.2%
-388.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +14.8% | -0.8% | +15.6% | +14.9% |
| 30D | +41.8% | +11.3% | +30.5% | +39.8% |
| 3M | -29.2% | +24.1% | -53.2% | -31.7% |
| 6M | +66.2% | +25.4% | +40.8% | +58.7% |
| YTD | +10.0% | +71.2% | -61.2% | -0.7% |
| 1Y | -11.0% | +78.6% | -89.6% | -20.5% |
| 3Y | +6.9% | +85.2% | -78.3% | -5.6% |
| 5Y | +24.7% | +419.0% | -394.3% | +10.3% |
| All | +23.3% | +412.2% | -388.9% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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