+124.2%
BTI vs PTC
+317.3%
-193.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -3.0% | +0.5% | -3.5% | -3.1% |
| 30D | +9.8% | +0.9% | +8.9% | +9.6% |
| 3M | +9.2% | +30.4% | -21.2% | +4.7% |
| 6M | +4.0% | +34.4% | -30.4% | -1.0% |
| YTD | +12.7% | +12.6% | +0.1% | +9.8% |
| 1Y | +15.9% | +10.2% | +5.8% | +13.3% |
| 3Y | +148.9% | +29.4% | +119.6% | +132.6% |
| 5Y | +152.8% | +63.7% | +89.0% | +122.5% |
| 10Y | +124.2% | +316.9% | -192.6% | +47.4% |
| All | +124.2% | +317.3% | -193.1% | +47.4% |
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