+69.2%
BITO vs PENG
+191.6%
-122.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.3% | -10.5% | -2.3% |
| 7D | -2.4% | -3.8% | +1.4% | -2.4% |
| 30D | -9.5% | -40.1% | +30.5% | -5.1% |
| 3M | +13.5% | -21.8% | +35.3% | +14.9% |
| 6M | -8.6% | +3.3% | -11.9% | -14.6% |
| YTD | -17.2% | +133.6% | -150.9% | -34.4% |
| 1Y | -30.5% | +110.7% | -141.2% | -44.1% |
| 3Y | +69.2% | +204.3% | -135.0% | +23.7% |
| All | +69.2% | +191.6% | -122.4% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling