+75.7%
PEP vs BTG
+158.3%
-82.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.1% |
| 7D | -1.4% | -5.5% | +4.1% | -1.1% |
| 30D | -0.2% | +6.1% | -6.3% | -0.6% |
| 3M | -4.3% | +38.6% | -42.9% | -6.2% |
| 6M | -13.2% | +0.7% | -13.9% | -13.7% |
| YTD | -1.9% | +20.3% | -22.2% | -3.6% |
| 1Y | -0.3% | +25.0% | -25.4% | -2.6% |
| 3Y | -13.6% | +97.3% | -110.9% | -18.7% |
| 5Y | +3.4% | +78.3% | -75.0% | -3.1% |
| All | +75.7% | +158.3% | -82.6% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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