+133.0%
BTI vs PCOR
-7.7%
+140.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.4% |
| 7D | -3.0% | +2.5% | -5.6% | -3.1% |
| 30D | +9.8% | +37.9% | -28.1% | +9.5% |
| 3M | +9.2% | +32.0% | -22.8% | +8.9% |
| 6M | +4.0% | +54.7% | -50.7% | +3.7% |
| YTD | +12.7% | +6.6% | +6.1% | +12.6% |
| 1Y | +15.9% | -1.7% | +17.6% | +16.0% |
| 3Y | +148.9% | +49.0% | +100.0% | +145.4% |
| 5Y | +152.8% | -12.5% | +165.3% | +145.6% |
| All | +133.0% | -7.7% | +140.8% | +127.8% |
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 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