+3,159.9%
PEP vs BTI
+6,053.3%
-2,893.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.4% |
| 7D | -1.4% | -1.4% | 0.0% | -1.1% |
| 30D | +0.2% | -6.6% | +6.8% | +1.6% |
| 3M | -1.1% | -3.0% | +1.9% | -0.6% |
| 6M | -13.5% | -6.7% | -6.8% | -12.5% |
| YTD | -1.2% | +0.6% | -1.7% | -1.6% |
| 1Y | -1.6% | +5.6% | -7.1% | -3.1% |
| 3Y | -12.5% | +110.3% | -122.8% | -25.9% |
| 5Y | +3.0% | +114.3% | -111.2% | -13.5% |
| 10Y | +73.9% | +67.7% | +6.3% | +49.5% |
| All | +3,159.9% | +6,053.3% | -2,893.4% | +1,240.3% |
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