+96.9%
PSX vs BTI
+24.7%
+72.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.4% | -7.9% | -4.4% |
| 7D | -5.2% | +5.3% | -10.5% | -5.1% |
| 30D | -3.7% | +19.1% | -22.8% | -3.4% |
| 3M | +26.8% | +6.5% | +20.3% | +26.9% |
| 6M | +47.3% | +9.4% | +37.9% | +47.1% |
| YTD | +105.4% | +14.4% | +91.0% | +103.8% |
| 1Y | +96.9% | +23.9% | +73.0% | +96.1% |
| All | +96.9% | +24.7% | +72.3% | +96.1% |
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