-23.4%
BITO vs PSLV
+7.9%
-31.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.0% | -3.1% | +1.5% |
| 7D | -1.9% | -2.6% | +0.7% | -1.3% |
| 30D | -6.7% | -14.2% | +7.4% | -3.4% |
| 3M | +23.1% | -12.2% | +35.3% | +26.9% |
| 6M | -2.0% | -28.1% | +26.0% | +4.5% |
| YTD | -11.4% | -28.2% | +16.8% | -10.3% |
| 1Y | -23.4% | +9.1% | -32.5% | -38.5% |
| All | -23.4% | +7.9% | -31.2% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 1y: compounded portfolio wealth divided by compounded PSLV 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…
1y analysis · Full analysis span regression · 6 months rolling