+79.3%
PR vs BTG
+102.4%
-23.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.5% |
| 7D | +2.9% | -0.9% | +3.8% | +2.9% |
| 30D | +18.0% | +36.8% | -18.8% | +15.8% |
| 3M | +16.9% | +23.1% | -6.2% | +15.4% |
| 6M | +28.2% | +3.5% | +24.7% | +28.4% |
| YTD | +69.3% | +25.5% | +43.8% | +64.4% |
| 1Y | +69.5% | +40.1% | +29.4% | +60.4% |
| All | +79.3% | +102.4% | -23.1% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling