+0.3%
PEP vs BITO
-5.0%
+5.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.6% |
| 7D | -1.4% | +2.9% | -4.3% | -1.4% |
| 30D | +0.2% | +22.6% | -22.4% | -0.1% |
| 3M | -1.1% | +24.7% | -25.8% | -1.5% |
| 6M | -13.5% | +7.5% | -20.9% | -13.6% |
| YTD | -1.2% | -10.8% | +9.6% | -1.1% |
| 1Y | -1.6% | -29.9% | +28.4% | -1.0% |
| 3Y | -12.5% | +158.9% | -171.4% | -16.9% |
| All | +0.3% | -5.0% | +5.4% | -4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling