-9.1%
BITO vs PLD
+13.8%
-22.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.3% |
| 7D | +1.5% | -0.9% | +2.4% | +2.0% |
| 30D | +20.0% | -1.2% | +21.2% | +20.8% |
| 3M | +22.8% | -2.3% | +25.1% | +23.9% |
| 6M | +13.1% | +4.5% | +8.6% | +9.9% |
| YTD | -12.5% | +10.1% | -22.6% | -17.5% |
| 1Y | -32.6% | +25.9% | -58.5% | -41.1% |
| 3Y | +151.0% | +24.4% | +126.6% | +114.9% |
| All | -9.1% | +13.8% | -22.9% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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