-10.6%
BITO vs PEG
+36.6%
-47.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.4% | -0.9% | -2.6% | -3.1% |
| 30D | +21.4% | -3.7% | +25.1% | +23.0% |
| 3M | +20.5% | -7.3% | +27.8% | +23.6% |
| 6M | +7.4% | -10.5% | +17.9% | +11.4% |
| YTD | -13.9% | -7.5% | -6.4% | -11.9% |
| 1Y | -35.1% | -8.7% | -26.3% | -33.4% |
| 3Y | +156.8% | +31.4% | +125.5% | +122.2% |
| All | -10.6% | +36.6% | -47.2% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling