-10.6%
BITO vs PWR
+478.7%
-489.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | -2.0% |
| 7D | -3.4% | +4.2% | -7.6% | -5.1% |
| 30D | +21.4% | -4.0% | +25.5% | +22.8% |
| 3M | +20.5% | -4.8% | +25.3% | +21.0% |
| 6M | +7.4% | +14.6% | -7.3% | -1.8% |
| YTD | -13.9% | +54.2% | -68.1% | -31.4% |
| 1Y | -35.1% | +67.1% | -102.2% | -50.2% |
| 3Y | +156.8% | +218.5% | -61.6% | +36.9% |
| All | -10.6% | +478.7% | -489.2% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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