+117.9%
BTSG vs PFG
+46.8%
+71.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -1.2% |
| 7D | +17.4% | +4.9% | +12.5% | +15.7% |
| 30D | +12.6% | +5.7% | +6.9% | +10.7% |
| 3M | +11.2% | +2.6% | +8.6% | +10.3% |
| 6M | +30.4% | +19.8% | +10.6% | +18.9% |
| YTD | +86.4% | +36.3% | +50.1% | +55.4% |
| 1Y | +117.9% | +47.9% | +70.0% | +71.4% |
| All | +117.9% | +46.8% | +71.1% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling