+114.5%
BTI vs PTC
-0.9%
+115.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -1.3% |
| 7D | -2.4% | -13.6% | +11.1% | -1.5% |
| 30D | -4.8% | -14.7% | +9.9% | -3.8% |
| 3M | -8.1% | -5.9% | -2.2% | -7.9% |
| 6M | -4.2% | -21.1% | +16.9% | -2.8% |
| YTD | -1.3% | -26.0% | +24.7% | +0.7% |
| 1Y | +2.1% | -36.8% | +38.9% | +5.6% |
| 3Y | +108.9% | -10.3% | +119.2% | +104.9% |
| 5Y | +114.5% | +1.2% | +113.3% | +100.7% |
| All | +114.5% | -0.9% | +115.4% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling