+19.6%
BTDR vs PSLV
+142.2%
-122.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | -3.4% | -3.5% | +0.1% | -2.0% |
| 30D | +32.6% | -2.1% | +34.7% | +34.5% |
| 3M | -32.2% | -1.6% | -30.6% | -31.7% |
| 6M | +52.4% | -25.5% | +77.9% | +67.1% |
| YTD | +6.7% | -11.4% | +18.1% | +7.8% |
| 1Y | -15.2% | +48.6% | -63.8% | -27.5% |
| 3Y | +14.9% | +166.9% | -152.0% | -11.8% |
| 5Y | +20.8% | +152.4% | -131.6% | -7.0% |
| All | +19.6% | +142.2% | -122.6% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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