-10.6%
BITO vs PBR
+536.5%
-547.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -3.4% | +5.4% | -8.8% | -4.3% |
| 30D | +21.4% | +22.9% | -1.5% | +17.3% |
| 3M | +20.5% | +19.6% | +0.9% | +16.7% |
| 6M | +7.4% | +16.5% | -9.1% | +3.9% |
| YTD | -13.9% | +86.7% | -100.5% | -23.6% |
| 1Y | -35.1% | +74.7% | -109.8% | -41.8% |
| 3Y | +156.8% | +102.6% | +54.3% | +120.5% |
| All | -10.6% | +536.5% | -547.1% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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