-14.2%
BITO vs PCAR
+127.3%
-141.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.2% |
| 7D | -7.0% | +2.2% | -9.2% | -8.0% |
| 30D | -10.2% | +0.3% | -10.5% | -10.4% |
| 3M | +16.2% | -17.9% | +34.1% | +27.5% |
| 6M | -10.7% | -3.4% | -7.3% | -10.2% |
| YTD | -17.4% | -0.1% | -17.3% | -19.0% |
| 1Y | -29.9% | +13.4% | -43.4% | -36.0% |
| 3Y | +65.4% | +37.2% | +28.2% | +32.2% |
| 5Y | -10.8% | +117.3% | -128.1% | -48.4% |
| All | -14.2% | +127.3% | -141.5% | -51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling