+147.4%
BTI vs PEGA
+46.3%
+101.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.3% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +9.2% | -4.1% | +13.4% | +9.4% |
| 3M | +9.6% | -2.8% | +12.5% | +9.7% |
| 6M | -2.4% | -0.4% | -2.0% | -2.6% |
| YTD | +14.2% | -45.4% | +59.6% | +16.4% |
| 1Y | +20.3% | -42.6% | +62.9% | +22.2% |
| 3Y | +147.4% | +45.4% | +102.0% | +129.4% |
| All | +147.4% | +46.3% | +101.1% | +129.4% |
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