-10.6%
BITO vs PCG
+25.0%
-35.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | -3.4% | -3.5% | +0.1% | -2.5% |
| 30D | +21.4% | -20.6% | +42.0% | +28.7% |
| 3M | +20.5% | -17.6% | +38.1% | +25.8% |
| 6M | +7.4% | -23.5% | +30.9% | +14.8% |
| YTD | -13.9% | -13.6% | -0.2% | -12.3% |
| 1Y | -35.1% | -11.3% | -23.7% | -34.7% |
| 3Y | +156.8% | -16.9% | +173.7% | +157.4% |
| All | -10.6% | +25.0% | -35.6% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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