+20.3%
PFE vs BTDR
-4.6%
+24.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.6% | 0.0% |
| 7D | -4.3% | +14.8% | -19.1% | -4.3% |
| 30D | +2.7% | +41.8% | -39.1% | +2.5% |
| 3M | +10.0% | -29.2% | +39.2% | +10.5% |
| 6M | +7.2% | +66.2% | -59.0% | +5.9% |
| YTD | +17.3% | +10.0% | +7.3% | +16.3% |
| 1Y | +20.3% | -11.0% | +31.3% | +21.7% |
| All | +20.3% | -4.6% | +24.9% | +21.7% |
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 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