+113.9%
BTI vs PR
+66.7%
+47.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.3% | -1.3% |
| 7D | -2.9% | -12.4% | +9.4% | -2.5% |
| 30D | +8.3% | -6.6% | +14.8% | +8.5% |
| 3M | +2.9% | +7.5% | -4.6% | +2.5% |
| 6M | +6.2% | +10.8% | -4.6% | +5.7% |
| YTD | +10.9% | +57.0% | -46.1% | +8.9% |
| 1Y | +16.6% | +67.9% | -51.4% | +14.2% |
| 3Y | +142.2% | +87.6% | +54.7% | +135.0% |
| 5Y | +151.3% | +220.4% | -69.1% | +136.9% |
| 10Y | +113.9% | +64.8% | +49.1% | +106.8% |
| All | +113.9% | +66.7% | +47.2% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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