-10.6%
BITO vs PEGA
-43.7%
+33.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | -3.4% | -3.0% | -0.4% | -2.8% |
| 30D | +21.4% | +15.9% | +5.5% | +17.1% |
| 3M | +20.5% | +10.8% | +9.6% | +16.4% |
| 6M | +7.4% | -16.5% | +23.9% | +10.6% |
| YTD | -13.9% | -39.0% | +25.2% | -4.8% |
| 1Y | -35.1% | -37.3% | +2.2% | -29.1% |
| 3Y | +156.8% | +59.2% | +97.7% | +102.1% |
| All | -10.6% | -43.7% | +33.2% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 10y: compounded portfolio wealth divided by compounded PEGA 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…
10y analysis · Full analysis span regression · 6 months rolling