+156.8%
BITO vs PINS
-31.9%
+188.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.1% | -1.7% |
| 7D | -5.8% | -9.9% | +4.1% | -4.6% |
| 30D | +21.1% | -20.9% | +42.1% | +24.8% |
| 3M | +23.5% | -13.7% | +37.2% | +25.3% |
| 6M | +8.3% | -3.0% | +11.3% | +7.7% |
| YTD | -13.9% | -27.5% | +13.6% | -11.0% |
| 1Y | -34.5% | -46.8% | +12.3% | -29.5% |
| All | +156.8% | -31.9% | +188.7% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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