-22.2%
PFE vs BTI
+115.0%
-137.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -2.2% |
| 7D | -2.7% | -1.4% | -1.3% | -2.4% |
| 30D | +3.8% | -7.0% | +10.9% | +5.5% |
| 3M | +10.4% | -6.3% | +16.7% | +11.7% |
| 6M | +6.3% | -2.0% | +8.2% | +6.1% |
| YTD | +17.4% | +0.2% | +17.2% | +16.3% |
| 1Y | +21.1% | +3.8% | +17.3% | +18.9% |
| 3Y | -1.6% | +112.1% | -113.7% | -21.7% |
| 5Y | -22.2% | +113.6% | -135.8% | -34.0% |
| All | -22.2% | +115.0% | -137.1% | -34.0% |
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 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