+3,908.7%
PG vs BTI
+5,998.9%
-2,090.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | 0.0% |
| 7D | -2.7% | -2.0% | -0.7% | -2.3% |
| 30D | -1.5% | -3.4% | +1.9% | -0.9% |
| 3M | -3.4% | -9.0% | +5.6% | -1.6% |
| 6M | -7.0% | -5.0% | -2.0% | -6.2% |
| YTD | +2.0% | -0.3% | +2.3% | +1.7% |
| 1Y | -6.5% | +3.1% | -9.6% | -7.5% |
| 3Y | +1.2% | +111.0% | -109.8% | -14.2% |
| 5Y | +12.8% | +117.0% | -104.2% | -5.3% |
| 10Y | +117.7% | +73.9% | +43.8% | +86.0% |
| All | +3,908.7% | +5,998.9% | -2,090.2% | +1,579.1% |
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 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