+15.0%
PL vs BTG
+26.4%
-11.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.2% |
| 7D | +13.4% | +1.4% | +12.0% | +13.0% |
| 30D | -10.2% | -1.1% | -9.0% | -9.9% |
| 3M | -39.5% | +2.5% | -42.0% | -40.2% |
| 6M | -65.7% | -3.1% | -62.7% | -66.2% |
| YTD | -27.3% | +16.3% | -43.6% | -29.6% |
| 1Y | +15.0% | +27.6% | -12.6% | +4.8% |
| All | +15.0% | +26.4% | -11.4% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling