+151.0%
BITO vs PPL
+56.5%
+94.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +1.5% | +1.8% | -0.2% | +1.4% |
| 30D | +20.0% | -1.1% | +21.1% | +20.1% |
| 3M | +22.8% | 0.0% | +22.7% | +22.5% |
| 6M | +13.1% | -7.6% | +20.7% | +14.1% |
| YTD | -12.5% | +1.7% | -14.2% | -12.8% |
| 1Y | -32.6% | +1.5% | -34.1% | -32.7% |
| 3Y | +151.0% | +55.3% | +95.8% | +142.0% |
| All | +151.0% | +56.5% | +94.6% | +142.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling