+64.3%
BTI vs PENG
+661.7%
-597.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.3% | -10.6% | -1.7% |
| 7D | -2.9% | -3.8% | +0.8% | -3.0% |
| 30D | +8.3% | -40.1% | +48.4% | +10.3% |
| 3M | +2.9% | -21.8% | +24.7% | +3.2% |
| 6M | +6.2% | +3.3% | +2.9% | +3.2% |
| YTD | +10.9% | +133.6% | -122.7% | +1.8% |
| 1Y | +16.6% | +110.7% | -94.1% | +7.6% |
| 3Y | +142.2% | +204.3% | -62.0% | +111.9% |
| 5Y | +151.3% | +54.4% | +96.9% | +125.0% |
| All | +64.3% | +661.7% | -597.4% | +29.0% |
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