+2,146.7%
PPL vs BTI
+6,769.3%
-4,622.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.2% | -0.2% |
| 7D | 0.0% | -0.1% | +0.2% | 0.0% |
| 30D | +4.3% | +9.6% | -5.3% | +2.1% |
| 3M | +2.9% | +8.3% | -5.4% | +1.0% |
| 6M | +1.1% | +7.5% | -6.4% | -0.8% |
| YTD | +4.5% | +12.3% | -7.8% | +1.2% |
| 1Y | +0.1% | +16.2% | -16.1% | -3.8% |
| 3Y | +55.7% | +148.0% | -92.3% | +25.5% |
| 5Y | +47.6% | +153.2% | -105.6% | +18.0% |
| 10Y | +66.8% | +128.2% | -61.4% | +33.6% |
| All | +2,146.7% | +6,769.3% | -4,622.6% | +1,039.8% |
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