+156.8%
BITO vs PFGC
+58.8%
+98.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -3.4% | -4.8% | +1.3% | -1.6% |
| 30D | +21.4% | -12.5% | +34.0% | +27.7% |
| 3M | +20.5% | -9.7% | +30.2% | +24.6% |
| 6M | +7.4% | +7.0% | +0.4% | +3.1% |
| YTD | -13.9% | +4.5% | -18.3% | -17.2% |
| 1Y | -35.1% | -11.6% | -23.5% | -32.5% |
| 3Y | +156.8% | +58.5% | +98.3% | +108.8% |
| All | +156.8% | +58.8% | +98.0% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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