-29.9%
BITO vs PTC
-33.3%
+3.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.0% | +3.6% | -1.1% |
| 7D | +2.9% | -10.3% | +13.1% | +5.3% |
| 30D | +22.6% | +1.1% | +21.4% | +22.4% |
| 3M | +24.7% | +1.6% | +23.0% | +24.3% |
| 6M | +7.5% | -13.5% | +20.9% | +14.7% |
| YTD | -10.8% | -19.1% | +8.3% | -1.2% |
| 1Y | -29.9% | -33.9% | +4.0% | -9.2% |
| All | -29.9% | -33.3% | +3.3% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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