+311.8%
PSX vs BTDR
+23.8%
+288.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.8% | +0.1% |
| 7D | +4.5% | +20.0% | -15.4% | +4.2% |
| 30D | +26.6% | +11.9% | +14.7% | +26.2% |
| 3M | +39.3% | -36.9% | +76.2% | +40.2% |
| 6M | +56.8% | +56.5% | +0.3% | +53.4% |
| YTD | +101.8% | +10.4% | +91.4% | +99.2% |
| 1Y | +99.6% | +3.1% | +96.5% | +95.7% |
| 3Y | +140.3% | -2.6% | +142.9% | +128.0% |
| 5Y | +339.3% | +25.2% | +314.2% | +318.2% |
| All | +311.8% | +23.8% | +288.0% | +290.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling