-9.4%
BITO vs PCG
+28.6%
-37.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +1.0% |
| 7D | +1.1% | +6.5% | -5.4% | -0.9% |
| 30D | +21.8% | -16.7% | +38.5% | +27.1% |
| 3M | +25.0% | -14.2% | +39.2% | +28.8% |
| 6M | +11.3% | -21.5% | +32.8% | +18.1% |
| YTD | -12.7% | -11.2% | -1.5% | -11.9% |
| 1Y | -32.3% | -4.2% | -28.1% | -33.8% |
| 3Y | +150.3% | -14.9% | +165.2% | +149.3% |
| All | -9.4% | +28.6% | -37.9% | -27.1% |
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