-0.6%
PEP vs BITO
-8.3%
+7.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.0% | -3.4% | +2.5% | -0.9% |
| 30D | -0.7% | +21.4% | -22.1% | -1.0% |
| 3M | -4.1% | +20.5% | -24.6% | -4.5% |
| 6M | -13.1% | +7.4% | -20.4% | -13.2% |
| YTD | -2.1% | -13.9% | +11.7% | -1.9% |
| 1Y | -1.7% | -35.1% | +33.4% | -0.9% |
| 3Y | -15.1% | +156.8% | -171.9% | -19.4% |
| All | -0.6% | -8.3% | +7.7% | -5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling