+119.0%
PAAS vs BTI
+115.0%
+3.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.0% |
| 7D | -2.9% | -1.4% | -1.5% | -2.4% |
| 30D | +6.8% | -6.6% | +13.4% | +9.2% |
| 3M | -2.9% | -3.0% | +0.1% | -3.1% |
| 6M | -16.4% | -6.7% | -9.8% | -15.3% |
| YTD | 0.0% | +0.6% | -0.5% | -2.2% |
| 1Y | +54.3% | +5.6% | +48.7% | +47.4% |
| 3Y | +230.7% | +110.3% | +120.4% | +124.6% |
| All | +119.0% | +115.0% | +3.9% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling