+35.2%
PFE vs BTI
+68.1%
-32.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | -4.3% | -2.4% | -1.8% | -3.7% |
| 30D | +2.7% | -4.8% | +7.5% | +3.9% |
| 3M | +10.0% | -8.1% | +18.1% | +12.1% |
| 6M | +7.2% | -4.2% | +11.4% | +7.7% |
| YTD | +17.3% | -1.3% | +18.6% | +16.7% |
| 1Y | +20.3% | +2.1% | +18.2% | +18.5% |
| 3Y | -1.6% | +108.9% | -110.6% | -21.6% |
| 5Y | -21.4% | +114.5% | -135.8% | -38.2% |
| 10Y | +35.2% | +72.2% | -37.0% | +10.1% |
| All | +35.2% | +68.1% | -32.9% | +10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling