+12,304.7%
PCAR vs BTI
+6,777.2%
+5,527.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | -1.5% |
| 7D | +0.1% | -1.0% | +1.1% | +0.4% |
| 30D | -4.6% | +13.0% | -17.5% | -7.6% |
| 3M | -22.6% | +5.3% | -27.9% | -23.7% |
| 6M | -12.0% | +5.3% | -17.3% | -13.6% |
| YTD | -6.1% | +12.4% | -18.5% | -9.7% |
| 1Y | +6.3% | +18.9% | -12.6% | +0.7% |
| 3Y | +31.8% | +144.0% | -112.3% | +1.0% |
| 5Y | +104.2% | +156.3% | -52.1% | +53.5% |
| 10Y | +302.9% | +115.3% | +187.7% | +207.2% |
| All | +12,304.7% | +6,777.2% | +5,527.5% | +4,915.3% |
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 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