+485.4%
P vs BTG
+480.7%
+4.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.6% |
| 7D | +6.5% | -0.9% | +7.4% | +6.6% |
| 30D | +18.8% | +36.8% | -18.0% | +13.8% |
| 3M | +26.7% | +23.1% | +3.6% | +22.8% |
| 6M | +62.2% | +3.5% | +58.7% | +59.8% |
| YTD | +48.5% | +25.5% | +23.0% | +42.8% |
| 1Y | +26.4% | +40.1% | -13.7% | +19.5% |
| 3Y | +159.4% | +101.1% | +58.3% | +131.6% |
| 5Y | +275.8% | +70.6% | +205.2% | +237.5% |
| 10Y | +732.0% | +152.1% | +579.9% | +642.9% |
| All | +485.4% | +480.7% | +4.6% | +445.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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