+150.9%
BTI vs PCOR
-12.3%
+163.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -3.2% | +2.2% | -5.4% | -3.3% |
| 30D | +9.7% | +37.4% | -27.8% | +9.4% |
| 3M | +11.1% | +33.2% | -22.1% | +10.8% |
| 6M | -1.2% | +60.6% | -61.8% | -1.5% |
| YTD | +12.7% | +6.2% | +6.5% | +12.6% |
| 1Y | +15.8% | -1.1% | +16.9% | +15.9% |
| 3Y | +148.9% | +48.4% | +100.5% | +145.2% |
| All | +150.9% | -12.3% | +163.2% | +141.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling