+253.8%
PH vs BTI
+115.0%
+138.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +0.4% | -1.4% | +1.8% | +0.7% |
| 30D | -10.8% | -7.0% | -3.8% | -9.4% |
| 3M | +8.5% | -6.3% | +14.8% | +9.6% |
| 6M | +3.9% | -2.0% | +5.9% | +3.5% |
| YTD | +9.4% | +0.2% | +9.2% | +8.2% |
| 1Y | +26.8% | +3.8% | +23.0% | +24.1% |
| 3Y | +140.8% | +112.1% | +28.7% | +80.4% |
| 5Y | +253.8% | +113.6% | +140.2% | +169.0% |
| All | +253.8% | +115.0% | +138.8% | +169.0% |
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