-13.9%
PFE vs BTDR
+23.8%
-37.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.2% | -1.3% |
| 7D | +1.8% | +20.0% | -18.2% | +1.6% |
| 30D | +10.2% | +11.9% | -1.7% | +10.1% |
| 3M | +12.7% | -36.9% | +49.6% | +13.1% |
| 6M | +10.5% | +56.5% | -46.0% | +9.7% |
| YTD | +20.2% | +10.4% | +9.7% | +19.5% |
| 1Y | +24.1% | +3.1% | +21.0% | +23.1% |
| 3Y | -3.6% | -2.6% | -1.0% | -4.4% |
| 5Y | -20.9% | +25.2% | -46.0% | -23.9% |
| All | -13.9% | +23.8% | -37.7% | -16.9% |
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