+1,269.9%
PAAS vs BTI
+3,851.5%
-2,581.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.1% |
| 7D | -2.9% | -1.4% | -1.5% | -2.6% |
| 30D | +6.8% | -6.6% | +13.4% | +8.3% |
| 3M | -2.9% | -3.0% | +0.1% | -2.8% |
| 6M | -16.4% | -6.7% | -9.8% | -15.6% |
| YTD | 0.0% | +0.6% | -0.5% | -0.8% |
| 1Y | +54.3% | +5.6% | +48.7% | +51.2% |
| 3Y | +230.7% | +110.3% | +120.4% | +176.4% |
| 5Y | +111.6% | +114.3% | -2.6% | +76.3% |
| 10Y | +211.7% | +67.7% | +144.1% | +165.7% |
| All | +1,269.9% | +3,851.5% | -2,581.6% | +693.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling