+1.3%
PPL vs BTI
+19.1%
-17.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.2% |
| 7D | +0.4% | -1.0% | +1.4% | +0.6% |
| 30D | +5.4% | +13.0% | -7.5% | +2.9% |
| 3M | +4.3% | +5.3% | -1.1% | +3.2% |
| 6M | -1.3% | +5.3% | -6.6% | -2.3% |
| YTD | +4.7% | +12.4% | -7.7% | +2.6% |
| 1Y | +1.3% | +18.9% | -17.7% | -3.1% |
| All | +1.3% | +19.1% | -17.9% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling