+276.9%
PCAR vs BTI
+125.1%
+151.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | +3.5% | -0.1% | +3.6% | +3.5% |
| 30D | -2.3% | +9.6% | -11.9% | -4.8% |
| 3M | -19.3% | +8.3% | -27.7% | -21.2% |
| 6M | -7.1% | +7.5% | -14.6% | -9.5% |
| YTD | -2.8% | +12.3% | -15.0% | -6.7% |
| 1Y | +9.3% | +16.2% | -6.9% | +3.8% |
| 3Y | +33.5% | +148.0% | -114.5% | -1.8% |
| 5Y | +112.6% | +153.2% | -40.6% | +54.1% |
| 10Y | +276.9% | +128.2% | +148.7% | +188.3% |
| All | +276.9% | +125.1% | +151.9% | +188.3% |
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