+106.6%
PCAR vs BTI
+155.8%
-49.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | -1.7% |
| 7D | +0.1% | -1.0% | +1.1% | +0.3% |
| 30D | -4.6% | +13.0% | -17.5% | -6.8% |
| 3M | -22.6% | +5.3% | -27.9% | -23.4% |
| 6M | -12.0% | +5.3% | -17.3% | -13.1% |
| YTD | -6.1% | +12.4% | -18.5% | -8.7% |
| 1Y | +6.3% | +18.9% | -12.6% | +2.1% |
| 3Y | +31.8% | +144.0% | -112.3% | +2.4% |
| All | +106.6% | +155.8% | -49.2% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling