-35.1%
BITO vs PEG
-8.5%
-26.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.4% | -0.9% | -2.6% | -3.4% |
| 30D | +21.4% | -3.7% | +25.1% | +21.4% |
| 3M | +20.5% | -7.3% | +27.8% | +20.7% |
| 6M | +7.4% | -10.5% | +17.9% | +8.4% |
| YTD | -13.9% | -7.5% | -6.4% | -13.6% |
| 1Y | -35.1% | -8.7% | -26.3% | -34.3% |
| All | -35.1% | -8.5% | -26.6% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling