-9.9%
PEP vs BTSG
+416.6%
-426.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.3% |
| 7D | -1.7% | +2.9% | -4.6% | -1.7% |
| 30D | +0.3% | +0.9% | -0.6% | +0.3% |
| 3M | -3.2% | +1.6% | -4.9% | -3.3% |
| 6M | -13.6% | +46.8% | -60.4% | -13.7% |
| YTD | -1.9% | +65.5% | -67.4% | -2.2% |
| 1Y | -0.6% | +136.2% | -136.9% | -1.5% |
| All | -9.9% | +416.6% | -426.5% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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