-9.1%
BITO vs PRU
+36.4%
-45.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -0.7% |
| 7D | +1.5% | +1.9% | -0.4% | +0.5% |
| 30D | +20.0% | -0.4% | +20.5% | +20.2% |
| 3M | +22.8% | +16.4% | +6.3% | +12.4% |
| 6M | +13.1% | +26.0% | -12.9% | -1.4% |
| YTD | -12.5% | +9.9% | -22.4% | -17.5% |
| 1Y | -32.6% | +18.8% | -51.3% | -39.5% |
| 3Y | +151.0% | +45.4% | +105.7% | +99.0% |
| All | -9.1% | +36.4% | -45.5% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling