+90.1%
PEP vs BTI
+124.3%
-34.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | +1.1% | -3.0% | +4.1% | +2.0% |
| 30D | +13.6% | +9.8% | +3.9% | +10.3% |
| 3M | +5.1% | +9.2% | -4.1% | +2.2% |
| 6M | -1.6% | +4.0% | -5.7% | -3.2% |
| YTD | +3.3% | +12.7% | -9.3% | -1.1% |
| 1Y | +3.2% | +15.9% | -12.7% | -2.2% |
| 3Y | -3.9% | +148.9% | -152.8% | -30.2% |
| 5Y | +4.0% | +152.8% | -148.7% | -25.8% |
| 10Y | +90.1% | +124.2% | -34.1% | +24.2% |
| All | +90.1% | +124.3% | -34.1% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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