+19.0%
PM vs BTDR
-18.2%
+37.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.5% | +8.7% | +1.9% |
| 7D | +1.9% | -3.2% | +5.1% | +1.8% |
| 30D | +1.9% | +32.7% | -30.8% | +3.1% |
| 3M | +4.6% | -28.4% | +33.0% | +4.6% |
| 6M | +11.7% | +51.7% | -40.0% | +13.0% |
| YTD | +20.4% | +2.9% | +17.5% | +21.5% |
| 1Y | +19.0% | -15.5% | +34.4% | +21.2% |
| All | +19.0% | -18.2% | +37.1% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling