+114.5%
BTI vs PEGA
-48.2%
+162.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.4% |
| 7D | -2.4% | -6.1% | +3.7% | -2.2% |
| 30D | -4.8% | +6.4% | -11.2% | -5.0% |
| 3M | -8.1% | +2.9% | -11.0% | -8.4% |
| 6M | -4.2% | -23.8% | +19.6% | -3.4% |
| YTD | -1.3% | -41.1% | +39.8% | +0.6% |
| 1Y | +2.1% | -38.2% | +40.3% | +3.7% |
| 3Y | +108.9% | +49.8% | +59.1% | +100.2% |
| 5Y | +114.5% | -48.0% | +162.5% | +106.4% |
| All | +114.5% | -48.2% | +162.7% | +106.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling