-15.6%
PFE vs BITO
-8.3%
-7.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.6% | -3.4% | +0.9% | -2.4% |
| 30D | +5.4% | +21.4% | -16.1% | +4.6% |
| 3M | +7.8% | +20.5% | -12.7% | +7.0% |
| 6M | +5.0% | +7.4% | -2.4% | +4.7% |
| YTD | +17.1% | -13.9% | +30.9% | +17.4% |
| 1Y | +19.3% | -35.1% | +54.4% | +20.7% |
| 3Y | -0.9% | +156.8% | -157.8% | -5.2% |
| All | -15.6% | -8.3% | -7.3% | -18.9% |
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