+23.2%
PFE vs BTDR
-59.5%
+82.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.7% | -9.4% | +0.3% |
| 7D | -3.0% | +7.7% | -10.6% | -3.0% |
| 30D | +5.2% | -24.1% | +29.3% | +5.4% |
| 3M | +12.2% | -19.1% | +31.3% | +12.2% |
| 6M | +17.8% | -46.6% | +64.4% | +17.8% |
| YTD | +26.2% | -37.3% | +63.5% | +23.9% |
| 1Y | +23.2% | -53.2% | +76.4% | +22.2% |
| All | +23.2% | -59.5% | +82.7% | +22.2% |
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 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