+71.4%
BTI vs PNC
+279.5%
-208.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -0.2% | -0.6% | +0.4% | -0.1% |
| 30D | -1.1% | -4.4% | +3.3% | 0.0% |
| 3M | -8.8% | +5.2% | -14.0% | -10.0% |
| 6M | -4.0% | +20.6% | -24.6% | -8.6% |
| YTD | +0.4% | +19.8% | -19.4% | -4.6% |
| 1Y | +1.9% | +24.4% | -22.5% | -4.2% |
| 3Y | +108.5% | +131.2% | -22.7% | +61.6% |
| 5Y | +118.5% | +53.1% | +65.4% | +87.2% |
| All | +71.4% | +279.5% | -208.1% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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