-1.6%
PEP vs BITO
-30.5%
+29.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.8% |
| 7D | -1.4% | +2.9% | -4.3% | -1.3% |
| 30D | +0.2% | +22.6% | -22.4% | +1.2% |
| 3M | -1.1% | +24.7% | -25.8% | -0.1% |
| 6M | -13.5% | +7.5% | -20.9% | -13.3% |
| YTD | -1.2% | -10.8% | +9.6% | -1.9% |
| 1Y | -1.6% | -29.9% | +28.4% | -6.7% |
| All | -1.6% | -30.5% | +29.0% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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