-0.3%
PEP vs BITO
-7.1%
+6.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -1.7% | +1.1% | -2.7% | -1.7% |
| 30D | +0.3% | +21.8% | -21.5% | 0.0% |
| 3M | -3.2% | +25.0% | -28.3% | -3.6% |
| 6M | -13.6% | +11.3% | -24.9% | -13.8% |
| YTD | -1.9% | -12.7% | +10.8% | -1.7% |
| 1Y | -0.6% | -32.3% | +31.7% | +0.1% |
| 3Y | -13.6% | +150.3% | -163.9% | -17.9% |
| All | -0.3% | -7.1% | +6.7% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling