+151.9%
BTI vs PR
+269.8%
-117.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.1% |
| 7D | -3.2% | +6.7% | -9.9% | -3.6% |
| 30D | +9.7% | -6.1% | +15.8% | +10.0% |
| 3M | +11.1% | +6.9% | +4.2% | +10.4% |
| 6M | -1.2% | +14.6% | -15.8% | -2.4% |
| YTD | +12.7% | +66.1% | -53.5% | +8.1% |
| 1Y | +15.8% | +77.0% | -61.2% | +10.6% |
| 3Y | +148.9% | +93.8% | +55.0% | +131.7% |
| 5Y | +151.9% | +268.2% | -116.3% | +113.6% |
| All | +151.9% | +269.8% | -117.9% | +113.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling