+71.4%
BTI vs PFG
+251.1%
-179.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.4% | +0.4% |
| 7D | -0.2% | -0.4% | +0.2% | -0.1% |
| 30D | -1.1% | +2.9% | -4.0% | -1.8% |
| 3M | -8.8% | +6.7% | -15.5% | -10.4% |
| 6M | -4.0% | +33.8% | -37.7% | -10.8% |
| YTD | +0.4% | +35.0% | -34.6% | -7.1% |
| 1Y | +1.9% | +46.4% | -44.5% | -7.8% |
| 3Y | +108.5% | +71.6% | +36.9% | +77.8% |
| 5Y | +118.5% | +113.7% | +4.9% | +72.4% |
| All | +71.4% | +251.1% | -179.6% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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