+114.5%
BTI vs PFG
+109.8%
+4.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -2.4% | +3.2% | -5.6% | -3.1% |
| 30D | -4.8% | +0.9% | -5.7% | -5.0% |
| 3M | -8.1% | +7.7% | -15.8% | -9.7% |
| 6M | -4.2% | +29.0% | -33.1% | -9.2% |
| YTD | -1.3% | +32.5% | -33.8% | -7.1% |
| 1Y | +2.1% | +47.3% | -45.2% | -6.2% |
| 3Y | +108.9% | +68.2% | +40.7% | +81.6% |
| 5Y | +114.5% | +108.5% | +6.0% | +69.7% |
| All | +114.5% | +109.8% | +4.7% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling