-23.4%
BITO vs PNC
+32.8%
-56.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.5% |
| 7D | -1.9% | +2.3% | -4.2% | -2.3% |
| 30D | -6.7% | +7.0% | -13.7% | -7.9% |
| 3M | +23.1% | -7.3% | +30.4% | +24.7% |
| 6M | -2.0% | +8.9% | -10.9% | -5.7% |
| YTD | -11.4% | +15.5% | -26.9% | -16.0% |
| 1Y | -23.4% | +31.8% | -55.2% | -30.5% |
| All | -23.4% | +32.8% | -56.1% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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