+128.7%
PM vs BTDR
+24.7%
+104.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.5% |
| 7D | -1.2% | +14.8% | -16.0% | -1.0% |
| 30D | -0.2% | +41.8% | -42.0% | +0.2% |
| 3M | +4.9% | -29.2% | +34.1% | +4.9% |
| 6M | +9.0% | +66.2% | -57.1% | +9.5% |
| YTD | +17.8% | +10.0% | +7.8% | +18.1% |
| 1Y | +16.8% | -11.0% | +27.8% | +17.0% |
| 3Y | +125.4% | +6.9% | +118.5% | +126.5% |
| 5Y | +128.7% | +24.7% | +104.0% | +133.3% |
| All | +128.7% | +24.7% | +104.0% | +133.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling