-7.4%
BITO vs PDD
-18.0%
+10.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.6% |
| 7D | +2.9% | -4.1% | +6.9% | +3.6% |
| 30D | +22.6% | -9.6% | +32.2% | +24.6% |
| 3M | +24.7% | -4.3% | +28.9% | +25.3% |
| 6M | +7.5% | -18.8% | +26.2% | +10.7% |
| YTD | -10.8% | -27.5% | +16.7% | -6.4% |
| 1Y | -29.9% | -33.6% | +3.7% | -25.4% |
| 3Y | +158.9% | -20.4% | +179.3% | +154.3% |
| All | -7.4% | -18.0% | +10.7% | -16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling