+411.1%
PWR vs BTI
+153.9%
+257.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.8% |
| 7D | +11.3% | +1.6% | +9.7% | +11.2% |
| 30D | -8.9% | +9.2% | -18.1% | -9.9% |
| 3M | -10.5% | +9.6% | -20.1% | -11.6% |
| 6M | -22.2% | -2.4% | -19.7% | -21.7% |
| YTD | +42.7% | +14.2% | +28.5% | +38.8% |
| 1Y | +41.1% | +20.3% | +20.8% | +36.1% |
| 3Y | +242.7% | +147.4% | +95.3% | +178.6% |
| All | +411.1% | +153.9% | +257.2% | +280.2% |
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