-10.6%
BITO vs PGR
+161.5%
-172.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -3.4% | -0.6% | -2.8% | -3.4% |
| 30D | +21.4% | +4.9% | +16.5% | +21.5% |
| 3M | +20.5% | +7.6% | +12.9% | +20.5% |
| 6M | +7.4% | +8.3% | -0.9% | +7.4% |
| YTD | -13.9% | +1.7% | -15.6% | -13.7% |
| 1Y | -35.1% | -6.8% | -28.2% | -34.6% |
| 3Y | +156.8% | +73.4% | +83.4% | +144.3% |
| All | -10.6% | +161.5% | -172.0% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling