-10.8%
PFE vs BITO
-18.9%
+8.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.3% |
| 7D | -1.7% | -9.2% | +7.5% | -1.4% |
| 30D | +0.3% | -15.9% | +16.3% | +0.9% |
| 3M | +9.4% | +7.3% | +2.0% | +9.0% |
| 6M | +14.9% | -15.2% | +30.1% | +15.4% |
| YTD | +23.8% | -23.8% | +47.6% | +24.6% |
| 1Y | +19.5% | -32.2% | +51.7% | +20.7% |
| 3Y | +21.0% | +55.1% | -34.0% | +17.9% |
| 5Y | -23.9% | -16.7% | -7.2% | -26.8% |
| All | -10.8% | -18.9% | +8.1% | -13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling