-16.2%
BITO vs PDD
-16.7%
+0.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.9% | -5.4% | -3.9% |
| 7D | -9.2% | -4.9% | -4.3% | -8.5% |
| 30D | -15.9% | -3.0% | -12.9% | -15.6% |
| 3M | +7.3% | -6.2% | +13.5% | +8.3% |
| 6M | -15.2% | -20.7% | +5.5% | -12.2% |
| YTD | -23.8% | -30.4% | +6.6% | -19.5% |
| 1Y | -32.2% | -41.3% | +9.1% | -26.4% |
| 3Y | +55.1% | -27.7% | +82.8% | +55.1% |
| All | -16.2% | -16.7% | +0.4% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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