-9.1%
BITO vs PENG
+100.2%
-109.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | +1.5% | +7.8% | -6.3% | +0.1% |
| 30D | +20.0% | -12.2% | +32.2% | +22.4% |
| 3M | +22.8% | -20.6% | +43.4% | +23.6% |
| 6M | +13.1% | +180.9% | -167.8% | -18.1% |
| YTD | -12.5% | +162.3% | -174.7% | -35.8% |
| 1Y | -32.6% | +107.3% | -139.8% | -48.1% |
| 3Y | +151.0% | +110.8% | +40.3% | +70.6% |
| All | -9.1% | +100.2% | -109.3% | -41.5% |
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