+25.4%
BIL vs PBF
+265.5%
-240.1%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -0.3% | -13.8% | +13.5% | -0.3% |
| 30D | 0.0% | -19.6% | +19.6% | 0.0% |
| 3M | +0.6% | +10.3% | -9.6% | +0.6% |
| 6M | +1.5% | +63.4% | -61.9% | +1.5% |
| YTD | +2.8% | +152.6% | -149.9% | +2.8% |
| 1Y | +3.3% | +87.4% | -84.0% | +3.3% |
| 3Y | +13.5% | +63.3% | -49.8% | +13.5% |
| 5Y | +19.8% | +412.5% | -392.7% | +19.8% |
| 10Y | +25.6% | +282.5% | -256.9% | +25.5% |
| All | +25.4% | +265.5% | -240.1% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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