-32.3%
BITO vs PCOR
-23.7%
-8.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.4% | +0.4% |
| 7D | +1.1% | -9.0% | +10.1% | +2.8% |
| 30D | +21.8% | -7.0% | +28.7% | +23.3% |
| 3M | +25.0% | +18.3% | +6.7% | +21.2% |
| 6M | +11.3% | -7.8% | +19.1% | +13.2% |
| YTD | -12.7% | -25.6% | +12.9% | -6.3% |
| 1Y | -32.3% | -22.7% | -9.6% | -27.3% |
| All | -32.3% | -23.7% | -8.6% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling