+226.0%
PH vs BTDR
+15.3%
+210.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | -1.3% |
| 7D | -3.1% | -3.2% | +0.1% | -3.0% |
| 30D | -11.8% | +32.7% | -44.5% | -13.2% |
| 3M | +6.9% | -28.4% | +35.3% | +7.9% |
| 6M | -1.3% | +51.7% | -53.0% | -4.8% |
| YTD | +7.0% | +2.9% | +4.1% | +4.7% |
| 1Y | +23.1% | -15.5% | +38.6% | +20.2% |
| 3Y | +135.4% | 0.0% | +135.4% | +118.4% |
| 5Y | +250.3% | +16.5% | +233.9% | +225.6% |
| All | +226.0% | +15.3% | +210.7% | +201.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling