-10.6%
BITO vs PEGA
-44.6%
+34.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.8% |
| 7D | -5.8% | -5.3% | -0.5% | -4.6% |
| 30D | +21.1% | +8.3% | +12.8% | +18.7% |
| 3M | +23.5% | +8.9% | +14.6% | +19.8% |
| 6M | +8.3% | -19.7% | +28.0% | +12.6% |
| YTD | -13.9% | -39.9% | +26.0% | -4.5% |
| 1Y | -34.5% | -36.4% | +1.9% | -28.8% |
| 3Y | +147.0% | +52.8% | +94.2% | +96.9% |
| All | -10.6% | -44.6% | +34.0% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling