+542.7%
PBR vs BTDR
+20.7%
+522.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.6% | -0.9% |
| 7D | +5.4% | -3.4% | +8.8% | +5.4% |
| 30D | +22.9% | +32.6% | -9.7% | +22.4% |
| 3M | +19.6% | -32.2% | +51.9% | +20.0% |
| 6M | +16.5% | +52.4% | -35.9% | +14.8% |
| YTD | +86.7% | +6.7% | +80.0% | +85.1% |
| 1Y | +74.7% | -15.2% | +90.0% | +73.2% |
| 3Y | +102.6% | +14.9% | +87.7% | +96.0% |
| All | +542.7% | +20.7% | +522.0% | +494.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling