-23.4%
BITO vs PENG
+120.5%
-143.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -9.1% | +12.0% | +3.6% |
| 7D | -1.9% | -20.5% | +18.5% | -0.3% |
| 30D | -6.7% | -20.4% | +13.6% | -5.4% |
| 3M | +23.1% | -16.4% | +39.5% | +23.8% |
| 6M | -2.0% | +49.2% | -51.3% | -19.2% |
| YTD | -11.4% | +147.2% | -158.6% | -40.5% |
| 1Y | -23.4% | +124.7% | -148.0% | -46.4% |
| All | -23.4% | +120.5% | -143.8% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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