+302.5%
PSX vs BTDR
-44.0%
+346.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.6% | +9.4% | +0.9% |
| 7D | +7.8% | -6.9% | +14.7% | +7.9% |
| 30D | -10.9% | -31.5% | +20.6% | -10.5% |
| 3M | +14.5% | -36.1% | +50.6% | +15.0% |
| 6M | +56.1% | -57.6% | +113.8% | +57.3% |
| YTD | +109.6% | -50.0% | +159.6% | +109.2% |
| 1Y | +95.5% | -49.6% | +145.1% | +94.9% |
| 3Y | +156.2% | +48.5% | +107.7% | +147.9% |
| All | +302.5% | -44.0% | +346.5% | +293.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling