+6,024.9%
BTI vs PTC
+6,346.6%
-321.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.0% | +4.9% | -0.6% |
| 7D | -1.4% | -10.3% | +8.9% | -0.6% |
| 30D | -6.6% | +1.1% | -7.8% | -6.8% |
| 3M | -3.0% | +1.6% | -4.6% | -3.3% |
| 6M | -6.7% | -13.5% | +6.8% | -6.0% |
| YTD | +0.6% | -19.1% | +19.6% | +1.8% |
| 1Y | +5.6% | -33.9% | +39.5% | +8.5% |
| 3Y | +110.3% | -3.9% | +114.2% | +108.6% |
| 5Y | +114.3% | +6.0% | +108.2% | +109.3% |
| 10Y | +67.7% | +223.7% | -156.1% | +48.3% |
| All | +6,024.9% | +6,346.6% | -321.8% | +3,198.8% |
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