+209.7%
PH vs BTI
+153.9%
+55.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | +4.3% | +1.6% | +2.7% | +4.0% |
| 30D | +0.1% | +9.2% | -9.1% | -1.8% |
| 3M | -9.4% | +9.6% | -19.0% | -11.3% |
| 6M | +8.8% | -2.4% | +11.2% | +9.1% |
| YTD | +9.6% | +14.2% | -4.6% | +5.2% |
| 1Y | +14.4% | +20.3% | -5.9% | +8.2% |
| 3Y | +134.5% | +147.4% | -12.9% | +68.6% |
| All | +209.7% | +153.9% | +55.8% | +117.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling