+105.1%
BTI vs PFGC
+61.7%
+43.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | -2.4% | -3.7% | +1.3% | -1.7% |
| 30D | -4.8% | -16.0% | +11.2% | -1.5% |
| 3M | -8.1% | -4.1% | -4.0% | -7.3% |
| 6M | -4.2% | +8.7% | -12.9% | -5.5% |
| YTD | -1.3% | +6.4% | -7.6% | -2.5% |
| 1Y | +2.1% | -8.4% | +10.5% | +3.0% |
| All | +105.1% | +61.7% | +43.4% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling