+3,280.0%
PFE vs BTI
+6,053.3%
-2,773.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | +1.8% | -1.4% | +3.1% | +2.1% |
| 30D | +10.2% | -6.6% | +16.8% | +11.8% |
| 3M | +12.7% | -3.0% | +15.7% | +13.2% |
| 6M | +10.5% | -6.7% | +17.2% | +11.7% |
| YTD | +20.2% | +0.6% | +19.6% | +19.3% |
| 1Y | +24.1% | +5.6% | +18.5% | +21.8% |
| 3Y | -3.6% | +110.3% | -113.9% | -19.3% |
| 5Y | -20.9% | +114.3% | -135.1% | -34.4% |
| 10Y | +35.8% | +67.7% | -31.8% | +15.3% |
| All | +3,280.0% | +6,053.3% | -2,773.4% | +1,376.5% |
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