-35.1%
BITO vs PBF
+184.8%
-219.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | -3.4% | +5.3% | -8.8% | -3.6% |
| 30D | +21.4% | +11.7% | +9.7% | +20.9% |
| 3M | +20.5% | +91.1% | -70.6% | +17.0% |
| 6M | +7.4% | +88.4% | -81.1% | +3.2% |
| YTD | -13.9% | +194.1% | -207.9% | -19.7% |
| 1Y | -35.1% | +180.4% | -215.5% | -38.6% |
| All | -35.1% | +184.8% | -219.8% | -38.6% |
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