+359.1%
PCAR vs BTI
+67.8%
+291.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | 0.0% | -1.4% | +1.4% | +0.4% |
| 30D | -7.7% | -7.0% | -0.7% | -5.9% |
| 3M | +3.7% | -6.3% | +10.0% | +5.3% |
| 6M | +2.3% | -2.0% | +4.3% | +2.2% |
| YTD | +12.8% | +0.2% | +12.6% | +11.8% |
| 1Y | +27.8% | +3.8% | +24.0% | +25.3% |
| 3Y | +61.8% | +112.1% | -50.3% | +25.5% |
| 5Y | +168.2% | +113.6% | +54.6% | +106.0% |
| 10Y | +359.1% | +69.6% | +289.5% | +273.6% |
| All | +359.1% | +67.8% | +291.3% | +273.6% |
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