+23.8%
BTDR vs PTC
-2.1%
+25.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -6.0% | +10.0% | +6.4% |
| 7D | +20.0% | -10.3% | +30.2% | +25.2% |
| 30D | +11.9% | +1.1% | +10.8% | +10.4% |
| 3M | -36.9% | +1.6% | -38.5% | -38.8% |
| 6M | +56.5% | -13.5% | +70.0% | +63.7% |
| YTD | +10.4% | -19.1% | +29.5% | +19.5% |
| 1Y | +3.1% | -33.9% | +37.0% | +25.5% |
| 3Y | -2.6% | -3.9% | +1.3% | +2.7% |
| 5Y | +25.2% | +6.0% | +19.1% | +32.9% |
| All | +23.8% | -2.1% | +25.9% | +33.4% |
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