-13.0%
BITO vs PCOR
-15.8%
+2.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -1.5% | +22.7% | -24.2% | -8.3% |
| 30D | -9.5% | +37.5% | -47.0% | -19.0% |
| 3M | +16.2% | +35.2% | -19.0% | +4.1% |
| 6M | -9.0% | +42.2% | -51.2% | -20.8% |
| YTD | -16.2% | +3.6% | -19.7% | -19.8% |
| 1Y | -27.6% | -4.8% | -22.9% | -28.7% |
| 3Y | +78.6% | +48.3% | +30.2% | +42.7% |
| All | -13.0% | -15.8% | +2.8% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling