-20.9%
BITO vs PWR
+435.6%
-456.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.3% |
| 7D | -9.2% | +11.3% | -20.5% | -12.9% |
| 30D | -15.9% | -8.9% | -7.1% | -14.0% |
| 3M | +7.3% | -10.5% | +17.8% | +9.8% |
| 6M | -15.2% | -22.2% | +7.0% | -9.1% |
| YTD | -23.8% | +42.7% | -66.5% | -38.4% |
| 1Y | -32.2% | +41.1% | -73.3% | -44.9% |
| 3Y | +55.1% | +242.7% | -187.7% | -22.7% |
| 5Y | -16.7% | +418.5% | -435.2% | -68.7% |
| All | -20.9% | +435.6% | -456.4% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling