-32.2%
BITO vs PPL
+0.2%
-32.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.9% | -3.5% |
| 7D | -9.2% | -0.4% | -8.9% | -9.2% |
| 30D | -15.9% | +2.6% | -18.6% | -15.9% |
| 3M | +7.3% | +0.8% | +6.5% | +7.4% |
| 6M | -15.2% | +1.4% | -16.6% | -15.2% |
| YTD | -23.8% | +4.3% | -28.1% | -24.0% |
| 1Y | -32.2% | +0.8% | -32.9% | -30.7% |
| All | -32.2% | +0.2% | -32.4% | -30.7% |
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