+6,762.2%
BTI vs PTC
+8,871.4%
-2,109.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.2% | +0.8% | -4.1% | -3.3% |
| 30D | +9.7% | +1.2% | +8.5% | +9.6% |
| 3M | +11.1% | +32.6% | -21.6% | +8.2% |
| 6M | -1.2% | +36.1% | -37.3% | -4.2% |
| YTD | +12.7% | +12.7% | 0.0% | +10.7% |
| 1Y | +15.8% | +10.2% | +5.6% | +14.0% |
| 3Y | +148.9% | +29.4% | +119.4% | +140.3% |
| 5Y | +151.9% | +61.1% | +90.8% | +137.5% |
| 10Y | +124.2% | +317.1% | -192.9% | +93.6% |
| All | +6,762.2% | +8,871.4% | -2,109.2% | +3,488.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling