-7.4%
BITO vs PCAR
+161.3%
-168.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.6% | -2.5% |
| 7D | +2.9% | -0.5% | +3.4% | +3.2% |
| 30D | +22.6% | -6.2% | +28.8% | +26.5% |
| 3M | +24.7% | +5.9% | +18.8% | +20.6% |
| 6M | +7.5% | +0.4% | +7.1% | +6.3% |
| YTD | -10.8% | +14.8% | -25.6% | -18.0% |
| 1Y | -29.9% | +30.1% | -60.0% | -39.9% |
| 3Y | +158.9% | +66.7% | +92.3% | +87.5% |
| All | -7.4% | +161.3% | -168.6% | -50.4% |
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