-29.9%
BITO vs PNR
-43.1%
+13.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | +2.9% | -2.4% | +5.2% | +3.2% |
| 30D | +22.6% | -12.8% | +35.4% | +25.0% |
| 3M | +24.7% | -17.0% | +41.6% | +27.4% |
| 6M | +7.5% | -37.4% | +44.9% | +19.5% |
| YTD | -10.8% | -41.6% | +30.8% | +0.4% |
| 1Y | -29.9% | -44.6% | +14.7% | -16.7% |
| All | -29.9% | -43.1% | +13.2% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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