+141.0%
PH vs BTI
+105.9%
+35.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | 0.0% | -2.4% | +2.4% | +0.2% |
| 30D | -10.3% | -4.8% | -5.5% | -9.9% |
| 3M | +5.1% | -8.1% | +13.2% | +5.6% |
| 6M | +2.3% | -4.2% | +6.5% | +2.3% |
| YTD | +8.7% | -1.3% | +10.0% | +8.3% |
| 1Y | +26.8% | +2.1% | +24.6% | +26.0% |
| All | +141.0% | +105.9% | +35.0% | +102.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling