-20.9%
BITO vs PR
+300.7%
-321.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -3.8% |
| 7D | -9.2% | +6.0% | -15.2% | -10.4% |
| 30D | -15.9% | -4.2% | -11.7% | -15.4% |
| 3M | +7.3% | +10.0% | -2.6% | +4.5% |
| 6M | -15.2% | +15.6% | -30.8% | -18.7% |
| YTD | -23.8% | +68.2% | -92.0% | -33.5% |
| 1Y | -32.2% | +79.2% | -111.4% | -41.8% |
| 3Y | +55.1% | +94.9% | -39.8% | +27.3% |
| 5Y | -16.7% | +272.8% | -289.5% | -45.4% |
| All | -20.9% | +300.7% | -321.5% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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