+160.3%
BITO vs PTC
-10.6%
+170.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.8% |
| 7D | +1.1% | -13.6% | +14.6% | +6.0% |
| 30D | +21.8% | -14.7% | +36.4% | +28.2% |
| 3M | +25.0% | -5.9% | +30.9% | +26.5% |
| 6M | +11.3% | -21.1% | +32.5% | +20.8% |
| YTD | -12.7% | -26.0% | +13.3% | -2.9% |
| 1Y | -32.3% | -36.8% | +4.5% | -19.4% |
| All | +160.3% | -10.6% | +170.9% | +171.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling