-12.9%
BITO vs PRU
+36.2%
-49.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.9% |
| 7D | -1.5% | +2.4% | -3.9% | -2.8% |
| 30D | -9.5% | +6.1% | -15.6% | -12.6% |
| 3M | +16.2% | -0.7% | +16.9% | +16.2% |
| 6M | -9.0% | +22.1% | -31.0% | -19.2% |
| YTD | -16.2% | +9.8% | -25.9% | -21.2% |
| 1Y | -27.6% | +19.4% | -47.0% | -35.2% |
| 3Y | +78.6% | +50.4% | +28.2% | +38.9% |
| 5Y | -4.0% | +37.2% | -41.2% | -17.8% |
| All | -12.9% | +36.2% | -49.1% | -25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling