+108.0%
BTI vs PCOR
-30.9%
+138.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -1.1% |
| 7D | -1.4% | -9.0% | +7.6% | -1.4% |
| 30D | -6.6% | +4.2% | -10.8% | -6.6% |
| 3M | -3.0% | +14.4% | -17.4% | -3.1% |
| 6M | -6.7% | +0.2% | -6.9% | -6.7% |
| YTD | +0.6% | -20.3% | +20.8% | +0.8% |
| 1Y | +5.6% | -16.1% | +21.7% | +5.7% |
| 3Y | +110.3% | -14.7% | +125.0% | +109.3% |
| 5Y | +114.3% | -43.2% | +157.4% | +109.0% |
| All | +108.0% | -30.9% | +138.9% | +103.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling