+9.8%
PFE vs BITO
+14.4%
-4.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.2% | -1.1% |
| 7D | +1.8% | +2.9% | -1.1% | +1.6% |
| 30D | +10.2% | +22.6% | -12.4% | +8.8% |
| 3M | +12.7% | +24.7% | -12.0% | +11.1% |
| All | +9.8% | +14.4% | -4.6% | +8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling