-10.6%
BITO vs PBF
+474.6%
-485.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | -3.4% | +5.3% | -8.8% | -4.0% |
| 30D | +21.4% | +11.7% | +9.7% | +19.7% |
| 3M | +20.5% | +91.1% | -70.6% | +10.9% |
| 6M | +7.4% | +88.4% | -81.1% | -2.0% |
| YTD | -13.9% | +194.1% | -207.9% | -26.2% |
| 1Y | -35.1% | +180.4% | -215.5% | -44.5% |
| 3Y | +156.8% | +59.3% | +97.5% | +128.6% |
| All | -10.6% | +474.6% | -485.2% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling