-9.4%
BITO vs PSA
+13.3%
-22.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.5% |
| 7D | +1.1% | -2.2% | +3.3% | +1.9% |
| 30D | +21.8% | -9.6% | +31.3% | +26.1% |
| 3M | +25.0% | -7.9% | +32.9% | +28.3% |
| 6M | +11.3% | -2.0% | +13.3% | +11.2% |
| YTD | -12.7% | +15.7% | -28.5% | -18.2% |
| 1Y | -32.3% | +5.8% | -38.1% | -34.4% |
| 3Y | +150.3% | +21.6% | +128.8% | +121.1% |
| All | -9.4% | +13.3% | -22.6% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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