+87.1%
PR vs BTG
+139.8%
-52.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.5% |
| 7D | -0.6% | +4.8% | -5.4% | -1.1% |
| 30D | +17.4% | +8.3% | +9.0% | +16.4% |
| 3M | +21.8% | +32.3% | -10.5% | +17.9% |
| 6M | +27.6% | +3.0% | +24.6% | +26.0% |
| YTD | +71.4% | +21.9% | +49.5% | +65.2% |
| 1Y | +78.3% | +28.2% | +50.2% | +69.9% |
| 3Y | +85.5% | +99.9% | -14.4% | +64.4% |
| 5Y | +422.7% | +73.6% | +349.1% | +370.7% |
| 10Y | +87.1% | +136.5% | -49.4% | +74.8% |
| All | +87.1% | +139.8% | -52.7% | +74.8% |
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