+101.6%
PSX vs BTDR
-13.8%
+115.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.4% | +0.5% |
| 7D | +1.7% | -3.4% | +5.1% | +1.6% |
| 30D | +15.6% | +32.6% | -17.0% | +17.0% |
| 3M | +46.5% | -32.2% | +78.7% | +45.6% |
| 6M | +55.0% | +52.4% | +2.7% | +55.7% |
| YTD | +105.3% | +6.7% | +98.6% | +107.1% |
| 1Y | +101.6% | -15.2% | +116.8% | +107.0% |
| All | +101.6% | -13.8% | +115.4% | +107.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling