+293.0%
PCAR vs BTI
+114.6%
+178.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +4.0% |
| 7D | +2.9% | -2.9% | +5.9% | +3.8% |
| 30D | -2.1% | +8.3% | -10.4% | -4.3% |
| 3M | -20.4% | +2.9% | -23.3% | -21.1% |
| 6M | -7.0% | +6.2% | -13.2% | -9.0% |
| YTD | -2.6% | +10.9% | -13.6% | -6.2% |
| 1Y | +9.8% | +16.6% | -6.8% | +4.3% |
| 3Y | +37.3% | +142.2% | -105.0% | +2.3% |
| 5Y | +116.4% | +151.3% | -34.8% | +58.3% |
| 10Y | +293.0% | +113.9% | +179.1% | +209.4% |
| All | +293.0% | +114.6% | +178.4% | +209.4% |
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