-20.9%
BITO vs PPL
+46.3%
-67.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -4.0% |
| 7D | -9.2% | -0.4% | -8.9% | -9.1% |
| 30D | -15.9% | +2.6% | -18.6% | -16.8% |
| 3M | +7.3% | +0.8% | +6.5% | +6.8% |
| 6M | -15.2% | +1.4% | -16.6% | -16.1% |
| YTD | -23.8% | +4.3% | -28.1% | -25.6% |
| 1Y | -32.2% | +0.8% | -32.9% | -32.9% |
| 3Y | +55.1% | +57.9% | -2.8% | +20.2% |
| 5Y | -16.7% | +48.3% | -65.0% | -32.7% |
| All | -20.9% | +46.3% | -67.1% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling