+455.3%
PL vs BTG
+78.1%
+377.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.5% | +7.9% | +9.5% |
| 7D | -6.8% | +17.4% | -24.2% | -12.3% |
| 30D | -29.3% | +8.0% | -37.3% | -31.5% |
| 3M | -44.8% | +32.5% | -77.3% | -50.8% |
| 6M | -68.4% | +21.6% | -90.0% | -71.0% |
| YTD | -36.4% | +21.2% | -57.6% | -42.9% |
| 1Y | +0.7% | +43.9% | -43.2% | -15.9% |
| 3Y | +455.3% | +78.6% | +376.7% | +295.1% |
| All | +455.3% | +78.1% | +377.2% | +295.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling