+836.5%
PM vs BTI
+363.6%
+472.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | -7.1% | -3.0% | -4.0% | -5.5% |
| 30D | -2.8% | +9.8% | -12.6% | -7.6% |
| 3M | +6.3% | +9.2% | -2.8% | +1.3% |
| 6M | +9.6% | +4.0% | +5.6% | +7.1% |
| YTD | +25.6% | +12.7% | +12.9% | +17.7% |
| 1Y | +29.7% | +15.9% | +13.7% | +19.5% |
| 3Y | +147.6% | +148.9% | -1.4% | +50.9% |
| 5Y | +160.1% | +152.8% | +7.4% | +55.9% |
| 10Y | +260.9% | +124.2% | +136.7% | +121.3% |
| All | +836.5% | +363.6% | +472.9% | +278.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling