-10.6%
BITO vs PSKY
-69.5%
+58.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.4% |
| 7D | -3.4% | -2.4% | -1.1% | -3.1% |
| 30D | +21.4% | +11.6% | +9.8% | +19.0% |
| 3M | +20.5% | +1.5% | +19.0% | +19.9% |
| 6M | +7.4% | +7.7% | -0.3% | +5.4% |
| YTD | -13.9% | -20.1% | +6.2% | -11.6% |
| 1Y | -35.1% | -38.3% | +3.2% | -30.5% |
| 3Y | +156.8% | -17.7% | +174.6% | +143.4% |
| All | -10.6% | -69.5% | +58.9% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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