+152.1%
BTSG vs PNR
-43.1%
+195.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.2% |
| 7D | +2.7% | -2.4% | +5.1% | +3.4% |
| 30D | -3.6% | -12.8% | +9.1% | +0.2% |
| 3M | +5.8% | -17.0% | +22.8% | +11.1% |
| 6M | +44.7% | -37.4% | +82.2% | +72.2% |
| YTD | +62.2% | -41.6% | +103.8% | +99.2% |
| 1Y | +152.1% | -44.6% | +196.7% | +221.0% |
| All | +152.1% | -43.1% | +195.2% | +221.0% |
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