+64.8%
PR vs BTG
+148.3%
-83.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.2% | -6.2% | -1.5% |
| 7D | -12.4% | +19.1% | -31.5% | -13.9% |
| 30D | -6.6% | +8.2% | -14.7% | -7.4% |
| 3M | +7.5% | +13.3% | -5.8% | +5.8% |
| 6M | +10.8% | +8.1% | +2.7% | +9.0% |
| YTD | +57.0% | +27.5% | +29.5% | +49.8% |
| 1Y | +67.9% | +47.1% | +20.8% | +57.2% |
| 3Y | +87.6% | +105.8% | -18.2% | +63.8% |
| 5Y | +220.4% | +55.8% | +164.6% | +185.6% |
| 10Y | +64.8% | +161.8% | -97.0% | +59.4% |
| All | +64.8% | +148.3% | -83.4% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling