+141.0%
PH vs BTDR
+7.6%
+133.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.5% |
| 7D | 0.0% | +14.8% | -14.8% | -0.9% |
| 30D | -10.3% | +41.8% | -52.1% | -12.5% |
| 3M | +5.1% | -29.2% | +34.2% | +6.4% |
| 6M | +2.3% | +66.2% | -63.9% | -2.8% |
| YTD | +8.7% | +10.0% | -1.3% | +5.3% |
| 1Y | +26.8% | -11.0% | +37.7% | +22.5% |
| All | +141.0% | +7.6% | +133.4% | +110.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling