-9.1%
BITO vs PCG
+34.3%
-43.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.6% | -5.5% | -2.9% |
| 7D | +1.5% | +5.4% | -3.9% | -0.2% |
| 30D | +20.0% | -15.1% | +35.2% | +24.8% |
| 3M | +22.8% | -9.8% | +32.6% | +24.6% |
| 6M | +13.1% | -18.0% | +31.1% | +18.5% |
| YTD | -12.5% | -7.2% | -5.2% | -12.7% |
| 1Y | -32.6% | +2.9% | -35.4% | -35.7% |
| 3Y | +151.0% | -11.1% | +162.1% | +146.9% |
| All | -9.1% | +34.3% | -43.4% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling