+30.4%
BIL vs PAAS
+102.4%
-72.0%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | 0.0% |
| 7D | -0.3% | +8.4% | -8.7% | -0.3% |
| 30D | 0.0% | -7.2% | +7.2% | 0.0% |
| 3M | +0.3% | -14.0% | +14.3% | +0.3% |
| 6M | +1.2% | -26.8% | +28.0% | +1.2% |
| YTD | +2.5% | -19.8% | +22.2% | +2.5% |
| 1Y | +3.0% | +22.8% | -19.8% | +3.1% |
| 3Y | +13.2% | +183.6% | -170.5% | +13.2% |
| 5Y | +19.4% | +73.8% | -54.4% | +19.5% |
| 10Y | +25.2% | +185.6% | -160.4% | +25.3% |
| All | +30.4% | +102.4% | -72.0% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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