+2.9%
PEP vs BTG
+30.7%
-27.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.1% | -1.0% |
| 7D | -0.3% | -5.9% | +5.6% | -0.1% |
| 30D | +11.8% | -5.0% | +16.7% | +11.8% |
| 3M | +3.7% | -4.5% | +8.1% | +3.6% |
| 6M | -4.3% | -7.0% | +2.7% | -4.3% |
| YTD | +2.1% | +11.4% | -9.2% | +1.0% |
| 1Y | +2.5% | +20.1% | -17.6% | +1.0% |
| 3Y | -5.0% | +81.5% | -86.5% | -9.2% |
| 5Y | +2.9% | +32.1% | -29.3% | +1.2% |
| All | +2.9% | +30.7% | -27.8% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling