+153.2%
PM vs BTDR
-38.7%
+191.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -12.8% | +13.0% | 0.0% |
| 7D | -2.4% | +15.4% | -17.8% | -2.2% |
| 30D | -1.3% | -33.4% | +32.1% | -1.7% |
| 3M | +6.5% | -32.0% | +38.6% | +6.2% |
| 6M | +7.0% | -52.2% | +59.2% | +6.4% |
| YTD | +25.8% | -45.3% | +71.1% | +25.3% |
| 1Y | +30.9% | -56.0% | +86.9% | +30.3% |
| 3Y | +148.0% | +54.4% | +93.5% | +143.9% |
| 5Y | +161.2% | -38.5% | +199.7% | +163.9% |
| All | +153.2% | -38.7% | +191.9% | +155.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling