-9.4%
BITO vs PFG
+97.4%
-106.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | +1.1% | +3.2% | -2.2% | -0.6% |
| 30D | +21.8% | +0.9% | +20.8% | +21.1% |
| 3M | +25.0% | +7.7% | +17.3% | +19.7% |
| 6M | +11.3% | +29.0% | -17.6% | -3.7% |
| YTD | -12.7% | +32.5% | -45.2% | -25.8% |
| 1Y | -32.3% | +47.3% | -79.6% | -46.0% |
| 3Y | +150.3% | +68.2% | +82.1% | +82.9% |
| All | -9.4% | +97.4% | -106.8% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling