-14.1%
BITO vs PENG
+56.2%
-70.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.3% | -10.5% | -2.9% |
| 7D | -2.4% | -3.8% | +1.4% | -2.6% |
| 30D | -9.5% | -40.1% | +30.5% | -2.4% |
| 3M | +13.5% | -21.8% | +35.3% | +15.4% |
| 6M | -8.6% | +3.3% | -11.9% | -17.0% |
| YTD | -17.2% | +133.6% | -150.9% | -39.3% |
| 1Y | -30.5% | +110.7% | -141.2% | -47.9% |
| 3Y | +69.2% | +204.3% | -135.0% | +4.5% |
| 5Y | -14.1% | +54.4% | -68.5% | -42.9% |
| All | -14.1% | +56.2% | -70.3% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling