+5,912.0%
BTI vs PNC
+4,015.6%
+1,896.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -2.4% | -0.7% | -1.7% | -2.3% |
| 30D | -4.8% | -4.4% | -0.4% | -4.0% |
| 3M | -8.1% | +4.5% | -12.6% | -8.9% |
| 6M | -4.2% | +19.1% | -23.2% | -7.3% |
| YTD | -1.3% | +18.0% | -19.3% | -4.5% |
| 1Y | +2.1% | +24.1% | -21.9% | -2.2% |
| 3Y | +108.9% | +130.0% | -21.1% | +76.5% |
| 5Y | +114.5% | +50.4% | +64.1% | +93.9% |
| 10Y | +72.2% | +271.3% | -199.0% | +29.4% |
| All | +5,912.0% | +4,015.6% | +1,896.4% | +2,479.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling