+117.9%
BTSG vs PNR
-31.2%
+149.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.7% |
| 7D | +17.4% | +11.9% | +5.5% | +14.8% |
| 30D | +12.6% | +37.1% | -24.6% | +5.2% |
| 3M | +11.2% | +5.7% | +5.5% | +11.4% |
| 6M | +30.4% | -5.7% | +36.1% | +35.0% |
| YTD | +86.4% | -29.8% | +116.2% | +119.6% |
| 1Y | +117.9% | -31.8% | +149.7% | +165.7% |
| All | +117.9% | -31.2% | +149.1% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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