-7.4%
BITO vs PCOR
-41.3%
+33.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -1.1% |
| 7D | +2.9% | -9.0% | +11.8% | +6.1% |
| 30D | +22.6% | +4.2% | +18.4% | +20.7% |
| 3M | +24.7% | +14.4% | +10.2% | +18.1% |
| 6M | +7.5% | +0.2% | +7.3% | +4.6% |
| YTD | -10.8% | -20.3% | +9.5% | -6.3% |
| 1Y | -29.9% | -16.1% | -13.8% | -28.2% |
| 3Y | +158.9% | -14.7% | +173.6% | +150.8% |
| All | -7.4% | -41.3% | +33.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling