+55.1%
BITO vs PCG
-19.3%
+74.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.7% | -3.9% |
| 7D | -9.2% | +2.2% | -11.4% | -9.5% |
| 30D | -15.9% | +0.8% | -16.7% | -16.0% |
| 3M | +7.3% | -23.8% | +31.1% | +10.9% |
| 6M | -15.2% | -19.6% | +4.4% | -13.4% |
| YTD | -23.8% | -16.7% | -7.0% | -22.7% |
| 1Y | -32.2% | -19.4% | -12.8% | -30.7% |
| 3Y | +55.1% | -18.3% | +73.4% | +70.0% |
| All | +55.1% | -19.3% | +74.4% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling