-17.9%
BITO vs PCAR
+123.5%
-141.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.7% | -3.5% |
| 7D | -6.3% | +2.1% | -8.4% | -7.3% |
| 30D | -14.6% | -1.2% | -13.4% | -14.2% |
| 3M | +11.4% | -18.6% | +30.0% | +22.8% |
| 6M | -13.3% | -5.1% | -8.3% | -12.1% |
| YTD | -20.9% | -1.8% | -19.2% | -21.8% |
| 1Y | -32.1% | +10.6% | -42.7% | -37.2% |
| 3Y | +58.2% | +34.9% | +23.3% | +27.5% |
| 5Y | -13.6% | +114.0% | -127.6% | -49.6% |
| All | -17.9% | +123.5% | -141.4% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 10y: compounded portfolio wealth divided by compounded PCAR 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…
10y analysis · Full analysis span regression · 6 months rolling