+28.0%
PCAR vs BTI
+2.0%
+26.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | -0.2% | -2.4% | +2.2% | +0.2% |
| 30D | -6.9% | -4.8% | -2.1% | -6.2% |
| 3M | +2.1% | -8.1% | +10.2% | +3.5% |
| 6M | +1.6% | -4.2% | +5.8% | +1.8% |
| YTD | +12.2% | -1.3% | +13.5% | +11.5% |
| 1Y | +28.0% | +2.1% | +25.9% | +29.8% |
| All | +28.0% | +2.0% | +26.1% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling