+304.1%
PBF vs BTI
+173.2%
+130.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.4% | +5.4% | +5.6% |
| 7D | -4.0% | -3.0% | -0.9% | -2.4% |
| 30D | -18.0% | +9.8% | -27.7% | -22.5% |
| 3M | +0.9% | +9.2% | -8.3% | -4.8% |
| 6M | +65.7% | +4.0% | +61.7% | +58.2% |
| YTD | +161.9% | +12.7% | +149.2% | +135.0% |
| 1Y | +77.8% | +15.9% | +61.9% | +56.5% |
| 3Y | +74.9% | +148.9% | -74.1% | -9.6% |
| 5Y | +423.4% | +152.8% | +270.6% | +161.9% |
| 10Y | +255.2% | +124.2% | +130.9% | +80.1% |
| All | +304.1% | +173.2% | +130.9% | +73.6% |
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