-43.9%
BTDR vs PR
+273.3%
-317.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.2% | -9.9% | -8.8% |
| 7D | -6.9% | +6.0% | -12.9% | -7.8% |
| 30D | -31.5% | -4.2% | -27.3% | -31.1% |
| 3M | -36.1% | +10.0% | -46.0% | -37.1% |
| 6M | -57.6% | +15.6% | -73.3% | -58.9% |
| YTD | -50.0% | +68.2% | -118.2% | -55.4% |
| 1Y | -49.6% | +79.2% | -128.8% | -55.7% |
| 3Y | +48.5% | +94.9% | -46.4% | +29.2% |
| All | -43.9% | +273.3% | -317.2% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling