-23.1%
PFE vs BTDR
-29.7%
+6.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.7% | -9.4% | +0.2% |
| 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% | +12.3% |
| 6M | +17.8% | -46.6% | +64.4% | +18.1% |
| YTD | +26.2% | -37.3% | +63.5% | +26.0% |
| 1Y | +23.2% | -53.2% | +76.4% | +23.2% |
| 3Y | +21.3% | +77.1% | -55.8% | +18.5% |
| 5Y | -23.1% | -29.7% | +6.6% | -27.1% |
| All | -23.1% | -29.7% | +6.6% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling