+426.2%
BTSG vs PNR
-19.4%
+445.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.4% | -5.3% | -6.0% |
| 7D | -5.8% | -5.5% | -0.3% | -3.4% |
| 30D | 0.0% | -15.6% | +15.6% | +7.6% |
| 3M | -4.5% | -20.2% | +15.7% | +4.3% |
| 6M | +40.0% | -36.6% | +76.6% | +71.8% |
| YTD | +54.6% | -45.0% | +99.5% | +104.1% |
| 1Y | +106.1% | -47.4% | +153.6% | +179.4% |
| All | +426.2% | -19.4% | +445.5% | +509.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling