-15.4%
PFE vs BITO
-7.1%
-8.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | -4.3% | +1.1% | -5.3% | -4.3% |
| 30D | +2.7% | +21.8% | -19.1% | +2.0% |
| 3M | +10.0% | +25.0% | -15.0% | +9.1% |
| 6M | +7.2% | +11.3% | -4.2% | +6.7% |
| YTD | +17.3% | -12.7% | +30.0% | +17.6% |
| 1Y | +20.3% | -32.3% | +52.6% | +21.5% |
| 3Y | -1.6% | +150.3% | -152.0% | -5.8% |
| All | -15.4% | -7.1% | -8.4% | -18.7% |
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