-15.9%
PFE vs BTDR
+23.3%
-39.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.6% | 0.0% |
| 7D | -4.3% | +14.8% | -19.1% | -4.4% |
| 30D | +2.7% | +41.8% | -39.1% | +2.4% |
| 3M | +10.0% | -29.2% | +39.2% | +10.2% |
| 6M | +7.2% | +66.2% | -59.0% | +6.3% |
| YTD | +17.3% | +10.0% | +7.3% | +16.7% |
| 1Y | +20.3% | -11.0% | +31.3% | +19.6% |
| 3Y | -1.6% | +6.9% | -8.6% | -2.6% |
| 5Y | -21.4% | +24.7% | -46.0% | -24.3% |
| All | -15.9% | +23.3% | -39.2% | -18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling