+71.4%
BTI vs PFGC
+292.9%
-221.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -0.2% | -4.8% | +4.6% | +0.5% |
| 30D | -1.1% | -12.5% | +11.5% | +0.7% |
| 3M | -8.8% | -9.7% | +1.0% | -7.5% |
| 6M | -4.0% | +7.0% | -11.0% | -4.9% |
| YTD | +0.4% | +4.5% | -4.1% | -0.5% |
| 1Y | +1.9% | -11.6% | +13.5% | +3.3% |
| 3Y | +108.5% | +58.5% | +50.0% | +93.9% |
| 5Y | +118.5% | +112.6% | +5.9% | +93.4% |
| All | +71.4% | +292.9% | -221.5% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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