-4.4%
PEP vs IBIT
+49.2%
-53.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.2% |
| 7D | +4.6% | -5.4% | +10.0% | +4.5% |
| 30D | +14.0% | -10.5% | +24.5% | +13.8% |
| 3M | +5.4% | +15.0% | -9.7% | +5.6% |
| 6M | -5.1% | -8.3% | +3.2% | -5.3% |
| YTD | +3.1% | -16.1% | +19.2% | +3.0% |
| 1Y | +4.8% | -30.8% | +35.5% | +4.5% |
| All | -4.4% | +49.2% | -53.6% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBIT.
Daily Out/Under-Performance
Portfolio return minus IBIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBIT 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 IBIT 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