+124.3%
PM vs BTDR
+8.5%
+115.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +1.2% |
| 7D | -1.3% | +22.4% | -23.7% | -1.0% |
| 30D | -2.6% | +16.5% | -19.0% | -2.2% |
| 3M | +5.8% | -31.5% | +37.3% | +5.8% |
| 6M | +10.6% | +74.0% | -63.5% | +11.5% |
| YTD | +17.2% | +13.0% | +4.1% | +17.8% |
| 1Y | +17.6% | -0.2% | +17.9% | +18.3% |
| 3Y | +124.3% | +9.9% | +114.4% | +133.0% |
| All | +124.3% | +8.5% | +115.8% | +133.0% |
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