+23.9%
BTI vs PCOR
+4.0%
+19.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +19.7% | -16.3% | +3.3% |
| 7D | +5.3% | +21.8% | -16.5% | +5.3% |
| 30D | +19.1% | +39.5% | -20.5% | +19.4% |
| 3M | +6.5% | +35.2% | -28.7% | +6.8% |
| 6M | +9.4% | +21.7% | -12.3% | +8.6% |
| YTD | +14.4% | +3.9% | +10.5% | +15.6% |
| 1Y | +23.9% | +6.9% | +16.9% | +24.8% |
| All | +23.9% | +4.0% | +19.8% | +24.8% |
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