+376.3%
PSX vs BTI
+72.6%
+303.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.8% | -1.3% |
| 7D | +1.5% | -2.0% | +3.5% | +2.3% |
| 30D | +15.8% | -3.4% | +19.3% | +17.4% |
| 3M | +43.0% | -9.0% | +52.0% | +47.7% |
| 6M | +61.1% | -5.0% | +66.1% | +62.4% |
| YTD | +104.5% | -0.3% | +104.9% | +101.0% |
| 1Y | +102.5% | +3.1% | +99.4% | +95.6% |
| 3Y | +133.5% | +111.0% | +22.5% | +56.3% |
| 5Y | +367.0% | +117.0% | +249.9% | +206.4% |
| All | +376.3% | +72.6% | +303.8% | +219.0% |
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