+267.7%
PR vs BTG
+30.0%
+237.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.4% |
| 7D | +6.0% | -9.1% | +15.1% | +7.4% |
| 30D | -4.2% | -1.6% | -2.6% | -4.5% |
| 3M | +10.0% | -2.8% | +12.8% | +9.5% |
| 6M | +15.6% | -7.6% | +23.2% | +15.5% |
| YTD | +68.2% | +10.2% | +57.9% | +57.1% |
| 1Y | +79.2% | +21.3% | +57.9% | +62.9% |
| 3Y | +94.9% | +82.7% | +12.2% | +43.4% |
| All | +267.7% | +30.0% | +237.7% | +284.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling