+152.6%
PR vs BTG
+295.6%
-143.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.5% | +1.7% |
| 7D | -16.4% | +17.4% | -33.8% | -17.6% |
| 30D | -1.9% | +8.0% | -9.9% | -2.7% |
| 3M | +8.0% | +32.5% | -24.6% | +4.8% |
| 6M | +4.1% | +21.6% | -17.5% | +1.4% |
| YTD | +58.7% | +21.2% | +37.5% | +53.2% |
| 1Y | +75.8% | +43.9% | +31.9% | +66.6% |
| 3Y | +73.2% | +78.6% | -5.4% | +56.8% |
| 5Y | +230.1% | +48.8% | +181.3% | +200.9% |
| 10Y | +67.4% | +136.8% | -69.5% | +56.7% |
| All | +152.6% | +295.6% | -143.1% | +139.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling