+70.3%
BTI vs PTC
+200.2%
-129.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -2.0% | -14.2% | +12.3% | +0.1% |
| 30D | -3.4% | -14.4% | +11.0% | -1.4% |
| 3M | -9.0% | -4.7% | -4.3% | -8.8% |
| 6M | -5.0% | -19.3% | +14.3% | -2.6% |
| YTD | -0.3% | -26.1% | +25.8% | +3.4% |
| 1Y | +3.1% | -37.1% | +40.2% | +9.5% |
| 3Y | +111.0% | -10.4% | +121.3% | +107.6% |
| 5Y | +117.0% | +2.5% | +114.6% | +104.9% |
| All | +70.3% | +200.2% | -129.9% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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