+77.2%
PBF vs BTI
+149.4%
-72.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.4% |
| 7D | +6.5% | +1.6% | +4.8% | +6.4% |
| 30D | -20.0% | +9.2% | -29.2% | -20.2% |
| 3M | -3.3% | +9.6% | -13.0% | -3.5% |
| 6M | +76.8% | -2.4% | +79.2% | +78.0% |
| YTD | +168.9% | +14.2% | +154.7% | +162.7% |
| 1Y | +96.4% | +20.3% | +76.1% | +89.7% |
| 3Y | +77.2% | +147.4% | -70.2% | +37.5% |
| All | +77.2% | +149.4% | -72.2% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling