+81.9%
BTI vs PR
+169.5%
-87.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.1% |
| 7D | -1.4% | +2.9% | -4.3% | -1.5% |
| 30D | -6.6% | +18.0% | -24.7% | -7.2% |
| 3M | -3.0% | +16.9% | -19.9% | -3.6% |
| 6M | -6.7% | +28.2% | -34.9% | -7.6% |
| YTD | +0.6% | +69.3% | -68.8% | -1.4% |
| 1Y | +5.6% | +69.5% | -63.9% | +3.5% |
| 3Y | +110.3% | +81.7% | +28.6% | +104.5% |
| 5Y | +114.3% | +422.2% | -308.0% | +99.8% |
| 10Y | +67.7% | +110.4% | -42.7% | +63.1% |
| All | +81.9% | +169.5% | -87.6% | +74.9% |
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