-10.6%
BITO vs PDD
-22.4%
+11.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.2% |
| 7D | -5.8% | -4.6% | -1.2% | -5.1% |
| 30D | +21.1% | -14.0% | +35.1% | +24.1% |
| 3M | +23.5% | -4.9% | +28.4% | +24.3% |
| 6M | +8.3% | -25.8% | +34.0% | +13.3% |
| YTD | -13.9% | -31.4% | +17.5% | -8.8% |
| 1Y | -34.5% | -37.6% | +3.0% | -29.6% |
| 3Y | +147.0% | -18.4% | +165.4% | +141.4% |
| All | -10.6% | -22.4% | +11.8% | -19.0% |
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