+797.8%
PH vs BTI
+73.8%
+724.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | -11.0% | -1.1% | -9.9% | -10.7% |
| 3M | +5.5% | -8.8% | +14.3% | +8.6% |
| 6M | +1.5% | -4.0% | +5.4% | +1.8% |
| YTD | +8.8% | +0.4% | +8.4% | +7.0% |
| 1Y | +24.5% | +1.9% | +22.6% | +21.4% |
| 3Y | +141.2% | +108.5% | +32.7% | +67.6% |
| 5Y | +256.3% | +118.5% | +137.8% | +138.9% |
| All | +797.8% | +73.8% | +724.1% | +501.4% |
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 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