+285.9%
PCAR vs BTI
+128.6%
+157.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.7% |
| 7D | +2.1% | -3.2% | +5.3% | +3.0% |
| 30D | -1.2% | +9.7% | -10.9% | -3.7% |
| 3M | -18.6% | +11.1% | -29.7% | -21.0% |
| 6M | -5.1% | -1.2% | -3.9% | -5.2% |
| YTD | -1.8% | +12.7% | -14.4% | -5.8% |
| 1Y | +10.6% | +15.8% | -5.2% | +5.2% |
| 3Y | +34.9% | +148.9% | -114.0% | -1.0% |
| 5Y | +114.0% | +151.9% | -38.0% | +55.1% |
| All | +285.9% | +128.6% | +157.3% | +186.0% |
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 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