+3,372.6%
PFE vs BTI
+6,686.8%
-3,314.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | -4.7% | -2.9% | -1.8% | -4.1% |
| 30D | +3.4% | +8.3% | -4.9% | +1.6% |
| 3M | +9.2% | +2.9% | +6.3% | +8.4% |
| 6M | +15.8% | +6.2% | +9.6% | +13.9% |
| YTD | +23.4% | +10.9% | +12.5% | +19.9% |
| 1Y | +25.8% | +16.6% | +9.3% | +20.9% |
| 3Y | +17.8% | +142.2% | -124.4% | -4.3% |
| 5Y | -20.2% | +151.3% | -171.5% | -36.1% |
| 10Y | +49.6% | +113.9% | -64.3% | +20.7% |
| All | +3,372.6% | +6,686.8% | -3,314.2% | +1,384.4% |
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