+103.3%
BTI vs PR
+152.6%
-49.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.4% | -3.5% |
| 7D | -1.0% | -16.4% | +15.4% | -0.5% |
| 30D | +13.0% | -1.9% | +14.9% | +13.0% |
| 3M | +5.3% | +8.0% | -2.6% | +5.0% |
| 6M | +5.3% | +4.1% | +1.2% | +5.0% |
| YTD | +12.4% | +58.7% | -46.3% | +10.4% |
| 1Y | +18.9% | +75.8% | -56.9% | +16.4% |
| 3Y | +144.0% | +73.2% | +70.9% | +137.6% |
| 5Y | +156.3% | +230.1% | -73.9% | +141.8% |
| 10Y | +115.3% | +67.4% | +47.9% | +106.8% |
| All | +103.3% | +152.6% | -49.3% | +95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling