+3.9%
PEP vs BTI
+115.0%
-111.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +0.1% | -1.4% | +1.5% | +0.5% |
| 30D | +0.7% | -7.0% | +7.7% | +2.6% |
| 3M | -0.5% | -6.3% | +5.8% | +1.1% |
| 6M | -11.3% | -2.0% | -9.3% | -11.2% |
| YTD | -0.6% | +0.2% | -0.8% | -1.1% |
| 1Y | +1.7% | +3.8% | -2.1% | +0.2% |
| 3Y | -12.5% | +112.1% | -124.5% | -31.0% |
| 5Y | +3.9% | +113.6% | -109.7% | -19.7% |
| All | +3.9% | +115.0% | -111.1% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling