-9.4%
BITO vs PCOR
-45.2%
+35.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.4% | +0.9% |
| 7D | +1.1% | -9.0% | +10.1% | +4.2% |
| 30D | +21.8% | -7.0% | +28.7% | +24.4% |
| 3M | +25.0% | +18.3% | +6.7% | +17.0% |
| 6M | +11.3% | -7.8% | +19.1% | +11.4% |
| YTD | -12.7% | -25.6% | +12.9% | -6.3% |
| 1Y | -32.3% | -22.7% | -9.6% | -28.7% |
| 3Y | +150.3% | -17.7% | +168.0% | +144.7% |
| All | -9.4% | -45.2% | +35.9% | -7.2% |
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