+156.8%
BITO vs PPG
-17.4%
+174.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -3.4% | -6.2% | +2.8% | -1.6% |
| 30D | +21.4% | -7.9% | +29.4% | +24.3% |
| 3M | +20.5% | -10.2% | +30.7% | +24.0% |
| 6M | +7.4% | +2.7% | +4.7% | +5.7% |
| YTD | -13.9% | +4.9% | -18.8% | -16.6% |
| 1Y | -35.1% | -3.2% | -31.9% | -35.5% |
| 3Y | +156.8% | -17.0% | +173.8% | +161.6% |
| All | +156.8% | -17.4% | +174.2% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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