-29.5%
BITO vs PGR
+18.4%
-47.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.7% | -4.4% | -5.2% |
| 7D | -5.9% | +1.3% | -7.2% | -5.7% |
| 30D | -11.5% | +10.0% | -21.5% | -9.7% |
| 3M | +15.6% | +9.6% | +6.0% | +17.9% |
| 6M | -8.9% | +18.0% | -26.9% | -3.3% |
| YTD | -15.9% | +9.0% | -24.9% | -12.1% |
| 1Y | -29.5% | +18.8% | -48.3% | -27.8% |
| All | -29.5% | +18.4% | -47.9% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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