+72.9%
PBR vs BTDR
-69.9%
+142.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -5.6% | -1.3% | -7.1% |
| 7D | -11.0% | -17.6% | +6.6% | -11.4% |
| 30D | -18.8% | -40.3% | +21.5% | -19.5% |
| 3M | +7.8% | -42.6% | +50.4% | +6.8% |
| 6M | -7.6% | -46.3% | +38.7% | -8.8% |
| YTD | +72.7% | -41.7% | +114.4% | +70.2% |
| 1Y | +72.9% | -69.4% | +142.3% | +69.8% |
| All | +72.9% | -69.9% | +142.8% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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