-16.2%
BITO vs PCG
+10.2%
-26.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.7% | -4.2% |
| 7D | -9.2% | +2.2% | -11.4% | -9.8% |
| 30D | -15.9% | +0.8% | -16.7% | -16.2% |
| 3M | +7.3% | -23.8% | +31.1% | +15.2% |
| 6M | -15.2% | -19.6% | +4.4% | -11.2% |
| YTD | -23.8% | -16.7% | -7.0% | -21.6% |
| 1Y | -32.2% | -19.4% | -12.8% | -29.4% |
| 3Y | +55.1% | -18.3% | +73.4% | +55.4% |
| All | -16.2% | +10.2% | -26.5% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling