+662.0%
PBR vs BTI
+73.8%
+588.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.2% |
| 7D | +5.4% | -0.2% | +5.6% | +5.5% |
| 30D | +22.9% | -1.1% | +23.9% | +23.3% |
| 3M | +19.6% | -8.8% | +28.4% | +24.4% |
| 6M | +16.5% | -4.0% | +20.4% | +16.8% |
| YTD | +86.7% | +0.4% | +86.3% | +82.0% |
| 1Y | +74.7% | +1.9% | +72.8% | +68.3% |
| 3Y | +102.6% | +108.5% | -5.9% | +22.2% |
| 5Y | +566.6% | +118.5% | +448.1% | +279.0% |
| All | +662.0% | +73.8% | +588.2% | +379.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling