-15.4%
BITO vs PCOR
-22.8%
+7.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -5.6% | +20.7% | -26.3% | -11.6% |
| 30D | -11.0% | +35.7% | -46.7% | -19.9% |
| 3M | +13.6% | +31.1% | -17.5% | +3.0% |
| 6M | -10.1% | +43.1% | -53.2% | -21.8% |
| YTD | -18.6% | +4.8% | -23.4% | -22.4% |
| 1Y | -33.1% | -3.7% | -29.4% | -34.3% |
| 3Y | +63.0% | +46.5% | +16.4% | +31.3% |
| 5Y | -13.5% | -17.3% | +3.8% | -22.3% |
| All | -15.4% | -22.8% | +7.4% | -23.2% |
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