-9.4%
BITO vs PBF
+461.5%
-470.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | +1.1% | +1.4% | -0.3% | +0.9% |
| 30D | +21.8% | +15.8% | +5.9% | +19.5% |
| 3M | +25.0% | +90.3% | -65.3% | +15.1% |
| 6M | +11.3% | +102.8% | -91.5% | +0.5% |
| YTD | -12.7% | +187.3% | -200.0% | -25.0% |
| 1Y | -32.3% | +161.8% | -194.1% | -41.6% |
| 3Y | +150.3% | +55.5% | +94.9% | +123.4% |
| All | -9.4% | +461.5% | -470.8% | -33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling