+318.9%
PSX vs BTDR
+19.6%
+299.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.4% | +0.3% |
| 7D | +1.7% | -3.4% | +5.1% | +1.8% |
| 30D | +15.6% | +32.6% | -17.0% | +15.0% |
| 3M | +46.5% | -32.2% | +78.7% | +47.2% |
| 6M | +55.0% | +52.4% | +2.7% | +51.7% |
| YTD | +105.3% | +6.7% | +98.6% | +102.7% |
| 1Y | +101.6% | -15.2% | +116.8% | +98.9% |
| 3Y | +134.1% | +14.9% | +119.3% | +122.6% |
| 5Y | +368.7% | +20.8% | +347.9% | +346.4% |
| All | +318.9% | +19.6% | +299.3% | +297.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling