+211.8%
PM vs BTI
+68.1%
+143.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.4% |
| 7D | -1.2% | -2.4% | +1.2% | +0.2% |
| 30D | -0.2% | -4.8% | +4.6% | +2.7% |
| 3M | +4.9% | -8.1% | +13.0% | +10.1% |
| 6M | +9.0% | -4.2% | +13.2% | +11.7% |
| YTD | +17.8% | -1.3% | +19.1% | +18.6% |
| 1Y | +16.8% | +2.1% | +14.7% | +15.2% |
| 3Y | +125.4% | +108.9% | +16.5% | +47.5% |
| 5Y | +128.7% | +114.5% | +14.2% | +45.9% |
| 10Y | +211.8% | +72.2% | +139.6% | +109.7% |
| All | +211.8% | +68.1% | +143.7% | +109.7% |
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