-9.4%
BITO vs PCAR
+155.4%
-164.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | +1.1% | -0.2% | +1.3% | +1.2% |
| 30D | +21.8% | -6.9% | +28.7% | +26.1% |
| 3M | +25.0% | +2.1% | +22.9% | +23.1% |
| 6M | +11.3% | +1.6% | +9.8% | +9.3% |
| YTD | -12.7% | +12.2% | -24.9% | -18.9% |
| 1Y | -32.3% | +28.0% | -60.3% | -41.6% |
| 3Y | +150.3% | +61.0% | +89.4% | +84.7% |
| All | -9.4% | +155.4% | -164.7% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling