+70.3%
PR vs BTG
+144.7%
-74.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.4% | +1.5% |
| 7D | -9.5% | +13.0% | -22.5% | -10.7% |
| 30D | -5.7% | +1.1% | -6.8% | -6.0% |
| 3M | +3.0% | +5.3% | -2.3% | +2.0% |
| 6M | +11.8% | +1.1% | +10.8% | +10.7% |
| YTD | +58.5% | +19.2% | +39.3% | +52.1% |
| 1Y | +69.9% | +31.5% | +38.4% | +61.0% |
| 3Y | +84.9% | +94.3% | -9.4% | +62.4% |
| 5Y | +246.4% | +41.8% | +204.7% | +211.1% |
| 10Y | +70.3% | +162.9% | -92.6% | +63.9% |
| All | +70.3% | +144.7% | -74.4% | +63.9% |
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