-33.9%
BTDR vs PR
+369.7%
-403.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.1% | +10.9% | +10.0% |
| 7D | +7.1% | -12.4% | +19.5% | +9.2% |
| 30D | -31.4% | -6.6% | -24.8% | -30.7% |
| 3M | -39.2% | +7.5% | -46.7% | -40.0% |
| 6M | -50.9% | +10.8% | -61.7% | -52.0% |
| YTD | -41.0% | +57.0% | -98.1% | -46.2% |
| 1Y | -69.9% | +67.9% | -137.9% | -72.9% |
| 3Y | +87.3% | +87.6% | -0.3% | +67.2% |
| 5Y | -33.6% | +220.4% | -254.0% | -40.6% |
| All | -33.9% | +369.7% | -403.6% | -40.9% |
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