+5,970.6%
BTI vs PNR
+3,435.9%
+2,534.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.3% | +1.2% |
| 7D | -2.0% | -5.5% | +3.5% | -0.9% |
| 30D | -3.4% | -15.6% | +12.1% | -0.3% |
| 3M | -9.0% | -20.2% | +11.2% | -5.4% |
| 6M | -5.0% | -36.6% | +31.6% | +2.9% |
| YTD | -0.3% | -45.0% | +44.7% | +10.7% |
| 1Y | +3.1% | -47.4% | +50.6% | +15.4% |
| 3Y | +111.0% | -13.7% | +124.7% | +111.0% |
| 5Y | +117.0% | -20.8% | +137.8% | +117.2% |
| 10Y | +73.9% | +65.2% | +8.8% | +46.5% |
| All | +5,970.6% | +3,435.9% | +2,534.7% | +2,929.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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