+20.2%
PBR vs BTDR
+71.3%
-51.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.4% |
| 7D | +0.3% | +14.8% | -14.5% | +0.9% |
| 30D | +17.5% | +41.8% | -24.3% | +19.4% |
| 3M | +20.9% | -29.2% | +50.1% | +18.4% |
| 6M | +20.2% | +66.2% | -45.9% | +20.4% |
| All | +20.2% | +71.3% | -51.0% | +20.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling