+112.1%
BTI vs PTC
-8.0%
+120.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | -0.3% |
| 7D | -1.4% | -12.8% | +11.4% | -1.1% |
| 30D | -7.0% | -9.8% | +2.7% | -6.9% |
| 3M | -6.3% | -2.1% | -4.3% | -6.3% |
| 6M | -2.0% | -18.1% | +16.1% | -1.5% |
| YTD | +0.2% | -23.5% | +23.7% | +1.1% |
| 1Y | +3.8% | -37.4% | +41.1% | +5.8% |
| 3Y | +112.1% | -7.2% | +119.3% | +94.0% |
| All | +112.1% | -8.0% | +120.1% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling