+78.6%
PR vs BTSG
+459.6%
-381.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | 0.0% | +1.7% |
| 7D | -16.4% | +0.4% | -16.8% | -16.4% |
| 30D | -1.9% | +5.3% | -7.1% | -2.5% |
| 3M | +8.0% | +10.8% | -2.9% | +6.5% |
| 6M | +4.1% | +27.3% | -23.2% | -0.7% |
| YTD | +58.7% | +79.3% | -20.6% | +41.6% |
| 1Y | +75.8% | +106.0% | -30.2% | +52.5% |
| All | +78.6% | +459.6% | -381.0% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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