+1,112.1%
PSX vs BTI
+158.0%
+954.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.6% |
| 7D | +4.5% | -1.4% | +5.9% | +5.2% |
| 30D | +26.6% | -6.6% | +33.2% | +30.1% |
| 3M | +39.3% | -3.0% | +42.3% | +40.2% |
| 6M | +56.8% | -6.7% | +63.5% | +59.4% |
| YTD | +101.8% | +0.6% | +101.3% | +97.4% |
| 1Y | +99.6% | +5.6% | +94.0% | +90.3% |
| 3Y | +140.3% | +110.3% | +30.0% | +58.3% |
| 5Y | +339.3% | +114.3% | +225.1% | +184.4% |
| 10Y | +369.9% | +67.7% | +302.2% | +220.4% |
| All | +1,112.1% | +158.0% | +954.1% | +508.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling