-7.4%
BITO vs PR
+303.4%
-310.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.1% |
| 7D | +2.9% | +2.9% | 0.0% | +2.2% |
| 30D | +22.6% | +18.0% | +4.6% | +18.1% |
| 3M | +24.7% | +16.9% | +7.8% | +20.0% |
| 6M | +7.5% | +28.2% | -20.8% | +0.6% |
| YTD | -10.8% | +69.3% | -80.1% | -21.9% |
| 1Y | -29.9% | +69.5% | -99.4% | -38.9% |
| 3Y | +158.9% | +81.7% | +77.2% | +116.3% |
| All | -7.4% | +303.4% | -310.8% | -39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling