+801.9%
PBF vs BTI
+113.9%
+688.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | +0.1% |
| 7D | +1.4% | -2.4% | +3.8% | +2.1% |
| 30D | +15.8% | -4.8% | +20.6% | +17.4% |
| 3M | +90.3% | -8.1% | +98.4% | +94.0% |
| 6M | +102.8% | -4.2% | +107.0% | +101.7% |
| YTD | +187.3% | -1.3% | +188.6% | +181.3% |
| 1Y | +161.8% | +2.1% | +159.7% | +152.4% |
| 3Y | +55.5% | +108.9% | -53.4% | +3.5% |
| 5Y | +801.9% | +114.5% | +687.4% | +447.5% |
| All | +801.9% | +113.9% | +688.0% | +447.5% |
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 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