+35.6%
PFE vs BITO
-25.7%
+61.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.3% | +2.6% |
| 7D | +4.6% | -1.9% | +6.5% | +4.6% |
| 30D | +12.3% | -6.7% | +19.1% | +12.4% |
| 3M | +21.2% | +23.1% | -1.9% | +20.5% |
| 6M | +21.1% | -2.0% | +23.1% | +20.8% |
| YTD | +30.0% | -11.4% | +41.4% | +29.3% |
| 1Y | +35.6% | -23.4% | +58.9% | +36.0% |
| All | +35.6% | -25.7% | +61.3% | +36.0% |
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