+368.5%
PSX vs BTDR
+24.7%
+343.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.7% |
| 7D | +1.8% | +14.8% | -13.0% | +1.6% |
| 30D | +21.6% | +41.8% | -20.2% | +20.8% |
| 3M | +46.5% | -29.2% | +75.6% | +47.1% |
| 6M | +62.0% | +66.2% | -4.2% | +58.2% |
| YTD | +106.3% | +10.0% | +96.3% | +103.6% |
| 1Y | +103.0% | -11.0% | +113.9% | +100.0% |
| 3Y | +135.5% | +6.9% | +128.6% | +123.7% |
| 5Y | +368.5% | +24.7% | +343.8% | +344.2% |
| All | +368.5% | +24.7% | +343.8% | +344.2% |
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