-29.9%
BITO vs PBF
+176.4%
-206.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.1% | -2.4% |
| 7D | +2.9% | +4.3% | -1.4% | +2.8% |
| 30D | +22.6% | +22.0% | +0.6% | +21.6% |
| 3M | +24.7% | +74.5% | -49.8% | +21.8% |
| 6M | +7.5% | +67.7% | -60.2% | +4.6% |
| YTD | -10.8% | +179.2% | -190.0% | -15.9% |
| 1Y | -29.9% | +170.0% | -199.9% | -32.1% |
| All | -29.9% | +176.4% | -206.3% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling