-4.8%
PEP vs BTI
+141.1%
-146.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.7% |
| 7D | +1.0% | -2.9% | +4.0% | +1.8% |
| 30D | +12.6% | +8.3% | +4.4% | +10.5% |
| 3M | +3.1% | +2.9% | +0.3% | +2.3% |
| 6M | -6.3% | +6.2% | -12.5% | -7.9% |
| YTD | +1.9% | +10.9% | -9.0% | -0.9% |
| 1Y | +3.3% | +16.6% | -13.3% | -0.6% |
| 3Y | -4.8% | +142.2% | -147.1% | -26.4% |
| All | -4.8% | +141.1% | -146.0% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling