+463.5%
BTSG vs PNR
-18.2%
+481.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.1% |
| 7D | +2.9% | -3.9% | +6.8% | +4.6% |
| 30D | +0.9% | -13.8% | +14.7% | +7.5% |
| 3M | +1.6% | -22.5% | +24.2% | +12.7% |
| 6M | +46.8% | -37.2% | +83.9% | +81.2% |
| YTD | +65.5% | -44.2% | +109.7% | +117.2% |
| 1Y | +136.2% | -46.6% | +182.9% | +217.9% |
| All | +463.5% | -18.2% | +481.8% | +548.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling