-32.1%
BITO vs PR
+77.4%
-109.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -1.9% |
| 7D | +1.5% | -0.6% | +2.1% | +1.6% |
| 30D | +20.0% | +17.4% | +2.7% | +19.4% |
| 3M | +22.8% | +21.8% | +1.0% | +21.7% |
| 6M | +13.1% | +27.6% | -14.5% | +10.3% |
| YTD | -12.5% | +71.4% | -83.9% | -16.8% |
| All | -32.1% | +77.4% | -109.5% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling