+102.5%
PSX vs BTI
+2.8%
+99.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.8% | -0.9% |
| 7D | +1.5% | -2.0% | +3.5% | +1.5% |
| 30D | +15.8% | -3.4% | +19.3% | +15.8% |
| 3M | +43.0% | -9.0% | +52.0% | +43.0% |
| 6M | +61.1% | -5.0% | +66.1% | +60.8% |
| YTD | +104.5% | -0.3% | +104.9% | +102.7% |
| 1Y | +102.5% | +3.1% | +99.4% | +98.4% |
| All | +102.5% | +2.8% | +99.7% | +98.4% |
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