+3,701.7%
BTI vs PEGA
+1,209.2%
+2,492.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -1.1% |
| 7D | -1.4% | +3.3% | -4.7% | -1.5% |
| 30D | -6.6% | +17.7% | -24.4% | -7.1% |
| 3M | -3.0% | +5.8% | -8.8% | -3.3% |
| 6M | -6.7% | -20.3% | +13.6% | -6.2% |
| YTD | +0.6% | -37.1% | +37.7% | +1.7% |
| 1Y | +5.6% | -30.2% | +35.8% | +6.4% |
| 3Y | +110.3% | +48.1% | +62.2% | +104.9% |
| 5Y | +114.3% | -46.8% | +161.1% | +113.8% |
| 10Y | +67.7% | +191.3% | -123.7% | +59.3% |
| All | +3,701.7% | +1,209.2% | +2,492.5% | +3,675.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling