-5.7%
PG vs BITO
-34.7%
+28.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.8% | -3.4% | +2.6% | -1.0% |
| 30D | +0.8% | +21.4% | -20.6% | +2.1% |
| 3M | -1.3% | +20.5% | -21.8% | -0.1% |
| 6M | -3.8% | +7.4% | -11.2% | -3.0% |
| YTD | +3.6% | -13.9% | +17.5% | +2.9% |
| 1Y | -5.7% | -35.1% | +29.3% | -6.8% |
| All | -5.7% | -34.7% | +28.9% | -6.8% |
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