+12,760.8%
PCAR vs BTI
+6,686.8%
+6,074.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +4.0% |
| 7D | +2.9% | -2.9% | +5.9% | +3.7% |
| 30D | -2.1% | +8.3% | -10.4% | -4.2% |
| 3M | -20.4% | +2.9% | -23.3% | -21.1% |
| 6M | -7.0% | +6.2% | -13.2% | -9.0% |
| YTD | -2.6% | +10.9% | -13.6% | -6.1% |
| 1Y | +9.8% | +16.6% | -6.8% | +4.5% |
| 3Y | +37.3% | +142.2% | -105.0% | +5.4% |
| 5Y | +116.4% | +151.3% | -34.8% | +63.6% |
| 10Y | +293.0% | +113.9% | +179.1% | +200.1% |
| All | +12,760.8% | +6,686.8% | +6,074.0% | +5,117.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling