+433.9%
BTSG vs PNR
-19.6%
+453.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.7% | +1.6% |
| 7D | -3.3% | -6.0% | +2.7% | -0.6% |
| 30D | -1.6% | -14.0% | +12.4% | +5.1% |
| 3M | -6.9% | -21.7% | +14.8% | +2.6% |
| 6M | +42.1% | -37.3% | +79.4% | +75.4% |
| YTD | +56.8% | -45.1% | +102.0% | +107.3% |
| 1Y | +109.8% | -49.1% | +159.0% | +189.8% |
| All | +433.9% | -19.6% | +453.5% | +519.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling