+3,301.6%
PEP vs BTI
+6,769.3%
-3,467.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.0% |
| 7D | +4.6% | -0.1% | +4.7% | +4.6% |
| 30D | +14.0% | +9.6% | +4.4% | +11.8% |
| 3M | +5.4% | +8.3% | -2.9% | +3.6% |
| 6M | -5.1% | +7.5% | -12.6% | -6.8% |
| YTD | +3.1% | +12.3% | -9.1% | +0.3% |
| 1Y | +4.8% | +16.2% | -11.4% | +1.1% |
| 3Y | -4.1% | +148.0% | -152.1% | -21.6% |
| 5Y | +3.0% | +153.2% | -150.3% | -16.5% |
| 10Y | +89.6% | +128.2% | -38.6% | +53.7% |
| All | +3,301.6% | +6,769.3% | -3,467.7% | +1,266.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling