+15.3%
BTDR vs PSLV
+141.5%
-126.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.3% | -1.2% | -4.4% |
| 7D | -3.2% | -4.9% | +1.7% | -1.3% |
| 30D | +32.7% | -1.9% | +34.6% | +34.5% |
| 3M | -28.4% | +4.2% | -32.6% | -29.1% |
| 6M | +51.7% | -27.6% | +79.3% | +67.7% |
| YTD | +2.9% | -11.7% | +14.5% | +4.1% |
| 1Y | -15.5% | +49.3% | -64.8% | -27.8% |
| 3Y | 0.0% | +167.1% | -167.1% | -23.2% |
| 5Y | +16.5% | +151.7% | -135.2% | -10.2% |
| All | +15.3% | +141.5% | -126.2% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling