-20.9%
BITO vs PCOR
-21.5%
+0.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.7% |
| 7D | -9.2% | +3.0% | -12.3% | -10.1% |
| 30D | -15.9% | +38.7% | -54.6% | -24.9% |
| 3M | +7.3% | +24.9% | -17.5% | -1.1% |
| 6M | -15.2% | +68.8% | -84.0% | -30.2% |
| YTD | -23.8% | +6.7% | -30.5% | -27.8% |
| 1Y | -32.2% | +3.0% | -35.2% | -35.0% |
| 3Y | +55.1% | +48.6% | +6.5% | +24.4% |
| 5Y | -16.7% | -12.7% | -4.0% | -26.0% |
| All | -20.9% | -21.5% | +0.6% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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