+66.9%
BTI vs PENG
+720.8%
-653.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.3% | -9.9% | 0.0% |
| 7D | -3.0% | +1.9% | -4.9% | -3.3% |
| 30D | +9.8% | -37.8% | +47.5% | +11.6% |
| 3M | +9.2% | -14.1% | +23.3% | +9.0% |
| 6M | +4.0% | +13.1% | -9.1% | +0.7% |
| YTD | +12.7% | +151.8% | -139.1% | +3.0% |
| 1Y | +15.9% | +136.0% | -120.0% | +6.4% |
| 3Y | +148.9% | +217.9% | -69.0% | +117.6% |
| 5Y | +152.8% | +64.1% | +88.7% | +125.9% |
| All | +66.9% | +720.8% | -653.9% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling