-23.4%
BITO vs PFG
+46.8%
-70.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +1.4% |
| 7D | -1.9% | +4.9% | -6.8% | -3.5% |
| 30D | -6.7% | +5.7% | -12.4% | -8.5% |
| 3M | +23.1% | +2.6% | +20.5% | +21.7% |
| 6M | -2.0% | +19.8% | -21.8% | -9.0% |
| YTD | -11.4% | +36.3% | -47.7% | -20.4% |
| 1Y | -23.4% | +47.9% | -71.2% | -32.7% |
| All | -23.4% | +46.8% | -70.2% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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