+112.1%
BTI vs PEGA
+48.1%
+64.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | -0.2% |
| 7D | -1.4% | -2.4% | +1.0% | -1.3% |
| 30D | -7.0% | +9.6% | -16.7% | -7.4% |
| 3M | -6.3% | +2.3% | -8.7% | -6.6% |
| 6M | -2.0% | -23.9% | +21.9% | -1.3% |
| YTD | +0.2% | -39.8% | +40.0% | +1.9% |
| 1Y | +3.8% | -37.4% | +41.2% | +5.1% |
| 3Y | +112.1% | +53.1% | +58.9% | +99.7% |
| All | +112.1% | +48.1% | +64.0% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 3y: compounded portfolio wealth divided by compounded PEGA 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…
3y analysis · Full analysis span regression · 6 months rolling