+695.9%
PH vs BTI
+131.8%
+564.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.5% |
| 7D | +4.3% | +1.6% | +2.7% | +3.7% |
| 30D | +0.1% | +9.2% | -9.1% | -3.5% |
| 3M | -9.4% | +9.6% | -19.0% | -12.9% |
| 6M | +8.8% | -2.4% | +11.2% | +8.7% |
| YTD | +9.6% | +14.2% | -4.6% | +2.0% |
| 1Y | +14.4% | +20.3% | -5.9% | +4.2% |
| 3Y | +134.5% | +147.4% | -12.9% | +49.8% |
| 5Y | +204.4% | +155.4% | +49.0% | +88.5% |
| All | +695.9% | +131.8% | +564.0% | +369.2% |
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