-10.6%
BITO vs PTC
+1.2%
-11.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.7% |
| 7D | -3.4% | -7.3% | +3.8% | -0.1% |
| 30D | +21.4% | -11.6% | +33.0% | +28.3% |
| 3M | +20.5% | +10.5% | +10.0% | +13.5% |
| 6M | +7.4% | -17.8% | +25.2% | +16.1% |
| YTD | -13.9% | -24.9% | +11.1% | -2.6% |
| 1Y | -35.1% | -36.8% | +1.8% | -19.4% |
| 3Y | +156.8% | -8.7% | +165.5% | +146.3% |
| All | -10.6% | +1.2% | -11.8% | -26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling