+5.6%
BTI vs PCOR
-14.7%
+20.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -1.3% |
| 7D | -1.4% | -9.0% | +7.6% | -1.8% |
| 30D | -6.6% | +4.2% | -10.8% | -6.4% |
| 3M | -3.0% | +14.4% | -17.4% | -2.8% |
| 6M | -6.7% | +0.2% | -6.9% | -7.0% |
| YTD | +0.6% | -20.3% | +20.8% | +0.4% |
| 1Y | +5.6% | -16.1% | +21.7% | +4.7% |
| All | +5.6% | -14.7% | +20.3% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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