+276.4%
PEP vs BTG
+378.0%
-101.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.4% | +0.7% |
| 7D | +0.1% | +4.8% | -4.7% | 0.0% |
| 30D | +0.7% | +8.3% | -7.7% | +0.4% |
| 3M | -0.5% | +32.3% | -32.8% | -1.3% |
| 6M | -11.3% | +3.0% | -14.3% | -11.6% |
| YTD | -0.6% | +21.9% | -22.5% | -1.4% |
| 1Y | +1.7% | +28.2% | -26.5% | +0.6% |
| 3Y | -12.5% | +99.9% | -112.4% | -14.6% |
| 5Y | +3.9% | +73.6% | -69.7% | +1.4% |
| 10Y | +76.6% | +136.5% | -59.9% | +70.9% |
| All | +276.4% | +378.0% | -101.6% | +252.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling