+330.8%
PBF vs BTI
+143.8%
+187.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.7% |
| 7D | +4.3% | -1.4% | +5.7% | +5.1% |
| 30D | +22.0% | -6.6% | +28.6% | +26.3% |
| 3M | +74.5% | -3.0% | +77.5% | +75.6% |
| 6M | +67.7% | -6.7% | +74.4% | +69.8% |
| YTD | +179.2% | +0.6% | +178.6% | +169.3% |
| 1Y | +170.0% | +5.6% | +164.4% | +152.0% |
| 3Y | +66.4% | +110.3% | -43.9% | -4.2% |
| 5Y | +764.5% | +114.3% | +650.2% | +382.4% |
| 10Y | +358.5% | +67.7% | +290.9% | +175.6% |
| All | +330.8% | +143.8% | +187.0% | +99.0% |
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