+19.0%
PG vs BTDR
+19.6%
-0.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +1.6% |
| 7D | -0.8% | -3.4% | +2.6% | -0.8% |
| 30D | +0.8% | +32.6% | -31.8% | +1.1% |
| 3M | -1.3% | -32.2% | +30.9% | -1.5% |
| 6M | -3.8% | +52.4% | -56.2% | -3.4% |
| YTD | +3.6% | +6.7% | -3.1% | +3.9% |
| 1Y | -5.7% | -15.2% | +9.5% | -5.5% |
| 3Y | +1.6% | +14.9% | -13.3% | +2.8% |
| 5Y | +14.6% | +20.8% | -6.2% | +17.1% |
| All | +19.0% | +19.6% | -0.6% | +21.4% |
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