+112.8%
BTI vs PENG
+101.4%
+11.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.5% | -1.1% |
| 7D | -1.4% | +4.5% | -5.9% | -1.4% |
| 30D | -6.6% | -7.1% | +0.5% | -6.6% |
| 3M | -3.0% | -27.3% | +24.3% | -2.9% |
| 6M | -6.7% | +169.6% | -176.3% | -9.4% |
| YTD | +0.6% | +164.6% | -164.1% | -2.4% |
| 1Y | +5.6% | +109.5% | -103.9% | +2.7% |
| All | +112.8% | +101.4% | +11.4% | +104.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling