-14.9%
PEP vs BTG
+99.9%
-114.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -2.9% | -1.3% |
| 7D | -1.7% | +2.4% | -4.1% | -1.7% |
| 30D | +0.3% | +9.5% | -9.2% | +0.1% |
| 3M | -3.2% | +38.5% | -41.7% | -3.9% |
| 6M | -13.6% | +5.6% | -19.2% | -13.9% |
| YTD | -1.9% | +23.9% | -25.8% | -2.5% |
| 1Y | -0.6% | +32.1% | -32.7% | -1.5% |
| All | -14.9% | +99.9% | -114.8% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling