+235.8%
PH vs BTDR
+23.8%
+212.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -0.4% |
| 7D | -3.1% | +20.0% | -23.0% | -4.0% |
| 30D | -3.2% | +11.9% | -15.2% | -4.1% |
| 3M | +10.6% | -36.9% | +47.5% | +12.3% |
| 6M | -2.1% | +56.5% | -58.6% | -5.8% |
| YTD | +10.2% | +10.4% | -0.2% | +7.5% |
| 1Y | +28.2% | +3.1% | +25.1% | +23.8% |
| 3Y | +134.9% | -2.6% | +137.5% | +117.1% |
| 5Y | +253.6% | +25.2% | +228.5% | +227.7% |
| All | +235.8% | +23.8% | +212.0% | +209.1% |
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 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