+186.4%
PAAS vs BTI
+114.6%
+71.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.3% |
| 7D | +8.8% | -2.9% | +11.8% | +9.8% |
| 30D | -8.5% | +8.3% | -16.7% | -10.6% |
| 3M | -17.0% | +2.9% | -19.9% | -18.0% |
| 6M | -27.9% | +6.2% | -34.1% | -29.9% |
| YTD | -17.5% | +10.9% | -28.4% | -21.1% |
| 1Y | +22.8% | +16.6% | +6.3% | +15.6% |
| 3Y | +224.2% | +142.2% | +82.0% | +140.2% |
| 5Y | +73.6% | +151.3% | -77.6% | +28.5% |
| 10Y | +186.4% | +113.9% | +72.5% | +89.7% |
| All | +186.4% | +114.6% | +71.8% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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