+525.8%
PBR vs BTDR
+23.3%
+502.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.5% |
| 7D | +0.3% | +14.8% | -14.5% | +0.1% |
| 30D | +17.5% | +41.8% | -24.3% | +17.0% |
| 3M | +20.9% | -29.2% | +50.1% | +21.2% |
| 6M | +20.2% | +66.2% | -45.9% | +18.4% |
| YTD | +84.3% | +10.0% | +74.3% | +82.7% |
| 1Y | +77.1% | -11.0% | +88.1% | +75.5% |
| 3Y | +100.8% | +6.9% | +93.9% | +94.1% |
| 5Y | +556.1% | +24.7% | +531.4% | +503.7% |
| All | +525.8% | +23.3% | +502.5% | +472.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling