+109.8%
BTSG vs PFG
+49.5%
+60.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | -3.3% | -0.4% | -2.9% | -3.2% |
| 30D | -1.6% | +2.9% | -4.5% | -2.8% |
| 3M | -6.9% | +6.7% | -13.6% | -9.7% |
| 6M | +42.1% | +33.8% | +8.3% | +21.2% |
| YTD | +56.8% | +35.0% | +21.9% | +32.9% |
| 1Y | +109.8% | +46.4% | +63.4% | +70.2% |
| All | +109.8% | +49.5% | +60.4% | +70.2% |
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