-9.1%
BITO vs PEGA
-44.4%
+35.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -0.9% |
| 7D | +1.5% | -2.4% | +3.9% | +2.1% |
| 30D | +20.0% | +9.6% | +10.4% | +17.3% |
| 3M | +22.8% | +2.3% | +20.4% | +21.0% |
| 6M | +13.1% | -23.9% | +37.0% | +19.2% |
| YTD | -12.5% | -39.8% | +27.3% | -2.9% |
| 1Y | -32.6% | -37.4% | +4.8% | -26.4% |
| 3Y | +151.0% | +53.1% | +97.9% | +100.0% |
| All | -9.1% | -44.4% | +35.3% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling