+72.9%
PBR vs BTI
+24.7%
+48.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.4% | -10.4% | -7.1% |
| 7D | -11.0% | +5.3% | -16.3% | -11.2% |
| 30D | -18.8% | +19.1% | -37.8% | -19.8% |
| 3M | +7.8% | +6.5% | +1.3% | +7.4% |
| 6M | -7.6% | +9.4% | -17.0% | -8.5% |
| YTD | +72.7% | +14.4% | +58.3% | +64.6% |
| 1Y | +72.9% | +23.9% | +49.1% | +65.1% |
| All | +72.9% | +24.7% | +48.3% | +65.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling