+250.9%
PBF vs BTI
+131.8%
+119.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.3% |
| 7D | +6.5% | +1.6% | +4.8% | +5.4% |
| 30D | -20.0% | +9.2% | -29.2% | -24.1% |
| 3M | -3.3% | +9.6% | -13.0% | -9.1% |
| 6M | +76.8% | -2.4% | +79.2% | +76.0% |
| YTD | +168.9% | +14.2% | +154.7% | +139.0% |
| 1Y | +96.4% | +20.3% | +76.1% | +68.4% |
| 3Y | +77.2% | +147.4% | -70.2% | -10.4% |
| 5Y | +417.7% | +155.4% | +262.3% | +148.2% |
| All | +250.9% | +131.8% | +119.1% | +79.1% |
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