+169.5%
PR vs BTG
+309.5%
-140.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.6% |
| 3M | +16.9% | +23.1% | -6.2% | +14.3% |
| 6M | +28.2% | +3.5% | +24.7% | +26.7% |
| YTD | +69.3% | +25.5% | +43.8% | +63.3% |
| 1Y | +69.5% | +40.1% | +29.4% | +60.8% |
| 3Y | +81.7% | +101.1% | -19.4% | +63.0% |
| 5Y | +422.2% | +70.6% | +351.7% | +374.6% |
| 10Y | +110.4% | +152.1% | -41.8% | +97.4% |
| All | +169.5% | +309.5% | -140.1% | +155.2% |
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