+117.0%
BTI vs PEG
+35.4%
+81.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.0% |
| 7D | -2.0% | -0.9% | -1.1% | -1.7% |
| 30D | -3.4% | -2.8% | -0.7% | -2.7% |
| 3M | -9.0% | -6.9% | -2.1% | -7.3% |
| 6M | -5.0% | -11.4% | +6.4% | -2.1% |
| YTD | -0.3% | -7.4% | +7.1% | +1.6% |
| 1Y | +3.1% | -8.3% | +11.4% | +5.2% |
| 3Y | +111.0% | +31.5% | +79.4% | +91.5% |
| 5Y | +117.0% | +38.0% | +79.1% | +90.1% |
| All | +117.0% | +35.4% | +81.6% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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