+66.5%
BTI vs PENG
+597.2%
-530.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +12.4% | -15.9% | -4.0% |
| 7D | -1.0% | -19.4% | +18.4% | -0.4% |
| 30D | +13.0% | -42.4% | +55.4% | +15.2% |
| 3M | +5.3% | -25.6% | +31.0% | +5.8% |
| 6M | +5.3% | +7.3% | -2.0% | +1.9% |
| YTD | +12.4% | +113.9% | -101.5% | +3.5% |
| 1Y | +18.9% | +93.6% | -74.6% | +10.2% |
| 3Y | +144.0% | +170.2% | -26.2% | +114.8% |
| 5Y | +156.3% | +44.2% | +112.1% | +129.9% |
| All | +66.5% | +597.2% | -530.7% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling