+368.5%
PSX vs BTI
+113.9%
+254.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.0% |
| 7D | +1.8% | -2.4% | +4.3% | +2.5% |
| 30D | +21.6% | -4.8% | +26.4% | +23.1% |
| 3M | +46.5% | -8.1% | +54.6% | +49.2% |
| 6M | +62.0% | -4.2% | +66.2% | +62.2% |
| YTD | +106.3% | -1.3% | +107.6% | +103.8% |
| 1Y | +103.0% | +2.1% | +100.8% | +97.9% |
| 3Y | +135.5% | +108.9% | +26.6% | +64.1% |
| 5Y | +368.5% | +114.5% | +254.0% | +209.0% |
| All | +368.5% | +113.9% | +254.6% | +209.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling