+468.7%
BTSG vs PFG
+58.5%
+410.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.8% |
| 7D | +5.7% | +6.0% | -0.2% | +2.2% |
| 30D | +0.2% | +2.2% | -2.0% | -1.1% |
| 3M | +5.6% | +10.4% | -4.7% | -0.6% |
| 6M | +50.8% | +27.8% | +23.0% | +29.5% |
| YTD | +67.0% | +33.6% | +33.4% | +39.3% |
| 1Y | +145.5% | +49.3% | +96.2% | +90.8% |
| All | +468.7% | +58.5% | +410.2% | +322.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling