+107.2%
BTI vs PCOR
-33.1%
+140.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.4% |
| 7D | -1.4% | -6.9% | +5.5% | -1.4% |
| 30D | -7.0% | -1.5% | -5.5% | -7.0% |
| 3M | -6.3% | +18.5% | -24.8% | -6.4% |
| 6M | -2.0% | -4.7% | +2.7% | -2.0% |
| YTD | +0.2% | -22.8% | +23.0% | +0.4% |
| 1Y | +3.8% | -20.7% | +24.5% | +4.0% |
| 3Y | +112.1% | -14.6% | +126.6% | +110.8% |
| 5Y | +113.6% | -40.7% | +154.4% | +108.3% |
| All | +107.2% | -33.1% | +140.3% | +103.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling