+234.1%
PH vs BTDR
-44.0%
+278.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.6% | +8.6% | +0.5% |
| 7D | +4.3% | -6.9% | +11.2% | +4.7% |
| 30D | +0.1% | -31.5% | +31.7% | +1.9% |
| 3M | -9.4% | -36.1% | +26.7% | -7.7% |
| 6M | +8.8% | -57.6% | +66.4% | +12.1% |
| YTD | +9.6% | -50.0% | +59.7% | +11.0% |
| 1Y | +14.4% | -49.6% | +64.0% | +15.6% |
| 3Y | +134.5% | +48.5% | +86.0% | +126.3% |
| 5Y | +204.4% | -43.8% | +248.3% | +191.9% |
| All | +234.1% | -44.0% | +278.1% | +219.3% |
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