-38.7%
BTDR vs PTC
+36.3%
-75.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +0.1% | -12.9% | -12.8% |
| 7D | +15.4% | +0.8% | +14.6% | +15.1% |
| 30D | -33.4% | +1.2% | -34.6% | -33.7% |
| 3M | -32.0% | +32.6% | -64.7% | -39.6% |
| 6M | -52.2% | +36.1% | -88.3% | -58.9% |
| YTD | -45.3% | +12.7% | -58.0% | -48.3% |
| 1Y | -56.0% | +10.2% | -66.2% | -57.8% |
| 3Y | +54.4% | +29.4% | +25.0% | +43.1% |
| 5Y | -38.5% | +61.1% | -99.6% | -43.6% |
| All | -38.7% | +36.3% | -75.0% | -42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling