-29.5%
BITO vs PRU
+22.3%
-51.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.3% | -1.8% | -3.6% |
| 7D | -5.9% | +4.8% | -10.7% | -7.7% |
| 30D | -11.5% | +7.9% | -19.4% | -14.4% |
| 3M | +15.6% | +3.1% | +12.5% | +14.0% |
| 6M | -8.9% | +25.2% | -34.1% | -19.4% |
| YTD | -15.9% | +12.7% | -28.6% | -23.5% |
| 1Y | -29.5% | +23.5% | -53.0% | -37.4% |
| All | -29.5% | +22.3% | -51.9% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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