+147.4%
BTI vs PFG
+82.7%
+64.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | +1.6% | +2.4% | -0.7% | +1.3% |
| 30D | +9.2% | +5.9% | +3.4% | +8.5% |
| 3M | +9.6% | -0.4% | +10.1% | +9.6% |
| 6M | -2.4% | +14.8% | -17.3% | -4.0% |
| YTD | +14.2% | +31.9% | -17.7% | +11.2% |
| 1Y | +20.3% | +38.8% | -18.5% | +16.7% |
| 3Y | +147.4% | +82.4% | +65.0% | +121.9% |
| All | +147.4% | +82.7% | +64.8% | +121.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling