-7.4%
BITO vs PPL
+42.8%
-50.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +2.9% | +2.7% | +0.2% | +1.9% |
| 30D | +22.6% | +0.5% | +22.1% | +22.2% |
| 3M | +24.7% | +0.7% | +24.0% | +23.8% |
| 6M | +7.5% | -7.6% | +15.1% | +10.2% |
| YTD | -10.8% | +1.8% | -12.6% | -12.1% |
| 1Y | -29.9% | -0.8% | -29.2% | -30.3% |
| 3Y | +158.9% | +56.9% | +102.0% | +99.9% |
| All | -7.4% | +42.8% | -50.2% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling