+4.4%
PEP vs BTG
+17.5%
-13.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.3% |
| 7D | +2.9% | -9.1% | +12.0% | +3.1% |
| 30D | +12.5% | -1.6% | +14.1% | +12.4% |
| 3M | +4.5% | -2.8% | +7.3% | +4.3% |
| 6M | -0.5% | -7.6% | +7.1% | -0.4% |
| YTD | +4.4% | +10.2% | -5.8% | +3.3% |
| 1Y | +4.4% | +21.3% | -16.9% | +3.0% |
| All | +4.4% | +17.5% | -13.2% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling