-9.4%
BITO vs PFGC
+103.9%
-113.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.2% |
| 7D | +1.1% | -3.7% | +4.8% | +2.6% |
| 30D | +21.8% | -16.0% | +37.7% | +30.6% |
| 3M | +25.0% | -4.1% | +29.2% | +26.5% |
| 6M | +11.3% | +8.7% | +2.6% | +6.4% |
| YTD | -12.7% | +6.4% | -19.1% | -16.5% |
| 1Y | -32.3% | -8.4% | -23.9% | -31.0% |
| 3Y | +150.3% | +61.8% | +88.6% | +96.4% |
| All | -9.4% | +103.9% | -113.3% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling