+2,444.5%
BTI vs PFG
+1,015.3%
+1,429.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | -1.4% | +5.5% | -6.9% | -2.5% |
| 30D | -6.6% | +2.4% | -9.0% | -7.1% |
| 3M | -3.0% | +13.6% | -16.6% | -5.6% |
| 6M | -6.7% | +27.9% | -34.6% | -11.3% |
| YTD | +0.6% | +35.6% | -35.0% | -5.7% |
| 1Y | +5.6% | +48.5% | -42.9% | -3.0% |
| 3Y | +110.3% | +66.9% | +43.5% | +86.4% |
| 5Y | +114.3% | +111.0% | +3.3% | +78.9% |
| 10Y | +67.7% | +244.5% | -176.8% | +21.2% |
| All | +2,444.5% | +1,015.3% | +1,429.2% | +1,265.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling