-11.5%
PFE vs BTDR
-38.7%
+27.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -12.8% | +10.7% | -2.0% |
| 7D | -2.1% | +15.4% | -17.5% | -2.2% |
| 30D | +3.1% | -33.4% | +36.5% | +3.4% |
| 3M | +11.2% | -32.0% | +43.2% | +11.4% |
| 6M | +15.0% | -52.2% | +67.3% | +15.4% |
| YTD | +23.5% | -45.3% | +68.9% | +23.4% |
| 1Y | +18.9% | -56.0% | +74.9% | +19.0% |
| 3Y | +18.7% | +54.4% | -35.7% | +16.2% |
| 5Y | -24.0% | -38.5% | +14.5% | -26.7% |
| All | -11.5% | -38.7% | +27.2% | -14.1% |
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 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