+9.9%
BTDR vs PTC
-8.0%
+17.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.5% | +7.8% | +6.0% |
| 7D | +22.4% | -12.8% | +35.2% | +33.2% |
| 30D | +16.5% | -9.8% | +26.2% | +23.0% |
| 3M | -31.5% | -2.1% | -29.4% | -34.0% |
| 6M | +74.0% | -18.1% | +92.1% | +96.9% |
| YTD | +13.0% | -23.5% | +36.5% | +36.8% |
| 1Y | -0.2% | -37.4% | +37.1% | +54.1% |
| 3Y | +9.9% | -7.2% | +17.1% | -18.1% |
| All | +9.9% | -8.0% | +17.9% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 3y: compounded portfolio wealth divided by compounded PTC 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…
3y analysis · Full analysis span regression · 6 months rolling