+133.0%
PM vs BTDR
+23.8%
+109.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.9% | -5.9% | -1.9% |
| 7D | -4.9% | +20.0% | -24.8% | -4.7% |
| 30D | -3.4% | +11.9% | -15.3% | -3.2% |
| 3M | +5.2% | -36.9% | +42.1% | +5.2% |
| 6M | +3.7% | +56.5% | -52.8% | +4.1% |
| YTD | +15.8% | +10.4% | +5.3% | +16.1% |
| 1Y | +17.4% | +3.1% | +14.3% | +17.7% |
| 3Y | +116.9% | -2.6% | +119.5% | +118.2% |
| 5Y | +117.3% | +25.2% | +92.1% | +121.7% |
| All | +133.0% | +23.8% | +109.2% | +136.8% |
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