-30.1%
BITO vs PPL
-1.1%
-28.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.3% |
| 7D | -7.0% | -1.0% | -6.1% | -7.1% |
| 30D | -10.3% | +3.0% | -13.3% | -10.3% |
| 3M | +16.0% | +1.1% | +14.9% | +16.0% |
| 6M | -10.8% | -0.8% | -10.0% | -10.7% |
| YTD | -17.5% | +3.5% | -20.9% | -18.0% |
| 1Y | -30.1% | -0.9% | -29.1% | -27.3% |
| All | -30.1% | -1.1% | -28.9% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling