+135.3%
PSX vs BTI
+105.9%
+29.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | +1.8% | -2.4% | +4.3% | +2.0% |
| 30D | +21.6% | -4.8% | +26.4% | +22.0% |
| 3M | +46.5% | -8.1% | +54.6% | +47.0% |
| 6M | +62.0% | -4.2% | +66.2% | +61.9% |
| YTD | +106.3% | -1.3% | +107.6% | +105.2% |
| 1Y | +103.0% | +2.1% | +100.8% | +101.2% |
| All | +135.3% | +105.9% | +29.4% | +99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling