+60.8%
BITO vs PRU
+55.3%
+5.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.1% |
| 7D | -6.3% | 0.0% | -6.3% | -6.3% |
| 30D | -14.6% | +7.9% | -22.5% | -18.2% |
| 3M | +11.4% | +0.9% | +10.6% | +10.6% |
| 6M | -13.3% | +22.4% | -35.7% | -23.1% |
| YTD | -20.9% | +12.7% | -33.6% | -26.7% |
| 1Y | -32.1% | +19.6% | -51.7% | -39.3% |
| All | +60.8% | +55.3% | +5.5% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling