+156.8%
BITO vs PNR
-14.5%
+171.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -3.4% | -6.0% | +2.6% | -1.4% |
| 30D | +21.4% | -14.0% | +35.4% | +27.4% |
| 3M | +20.5% | -21.7% | +42.2% | +29.3% |
| 6M | +7.4% | -37.3% | +44.7% | +25.5% |
| YTD | -13.9% | -45.1% | +31.3% | +6.0% |
| 1Y | -35.1% | -49.1% | +14.1% | -17.3% |
| 3Y | +156.8% | -14.8% | +171.7% | +202.3% |
| All | +156.8% | -14.5% | +171.3% | +202.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling