+5,970.6%
BTI vs PEG
+2,884.2%
+3,086.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.6% |
| 3M | -9.0% | -6.9% | -2.1% | -6.9% |
| 6M | -5.0% | -11.4% | +6.4% | -1.3% |
| YTD | -0.3% | -7.4% | +7.1% | +2.0% |
| 1Y | +3.1% | -8.3% | +11.4% | +5.7% |
| 3Y | +111.0% | +31.5% | +79.4% | +89.6% |
| 5Y | +117.0% | +38.0% | +79.1% | +90.0% |
| 10Y | +73.9% | +148.3% | -74.4% | +22.9% |
| All | +5,970.6% | +2,884.2% | +3,086.4% | +1,785.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling