+15,068.3%
PCAR vs BTI
+6,053.3%
+9,015.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | -0.5% | -1.4% | +0.9% | -0.1% |
| 30D | -6.2% | -6.6% | +0.4% | -4.6% |
| 3M | +5.9% | -3.0% | +8.9% | +6.5% |
| 6M | +0.4% | -6.7% | +7.1% | +1.7% |
| YTD | +14.8% | +0.6% | +14.3% | +13.8% |
| 1Y | +30.1% | +5.6% | +24.5% | +27.2% |
| 3Y | +66.7% | +110.3% | -43.7% | +32.9% |
| 5Y | +166.1% | +114.3% | +51.9% | +110.1% |
| 10Y | +353.7% | +67.7% | +286.0% | +269.7% |
| All | +15,068.3% | +6,053.3% | +9,015.0% | +6,222.0% |
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