-10.6%
BITO vs PPL
+39.8%
-50.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -3.4% | -2.1% | -1.3% | -2.7% |
| 30D | +21.4% | -3.1% | +24.5% | +22.6% |
| 3M | +20.5% | -3.1% | +23.6% | +21.4% |
| 6M | +7.4% | -8.0% | +15.4% | +10.2% |
| YTD | -13.9% | -0.3% | -13.5% | -14.5% |
| 1Y | -35.1% | -2.2% | -32.8% | -35.1% |
| 3Y | +156.8% | +50.4% | +106.4% | +102.6% |
| All | -10.6% | +39.8% | -50.3% | -26.3% |
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