-10.6%
BITO vs PRU
+35.3%
-45.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.7% |
| 7D | -5.8% | -3.8% | -2.0% | -3.8% |
| 30D | +21.1% | -2.0% | +23.1% | +22.4% |
| 3M | +23.5% | +14.0% | +9.5% | +14.5% |
| 6M | +8.3% | +27.2% | -19.0% | -6.2% |
| YTD | -13.9% | +9.1% | -23.0% | -18.5% |
| 1Y | -34.5% | +18.1% | -52.6% | -41.0% |
| 3Y | +147.0% | +44.3% | +102.7% | +96.6% |
| All | -10.6% | +35.3% | -45.9% | -23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling