+19.4%
BIL vs PCOR
-10.3%
+29.7%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.3% | +22.7% | -23.0% | -0.3% |
| 30D | 0.0% | +37.5% | -37.5% | 0.0% |
| 3M | +0.3% | +35.2% | -34.9% | +0.3% |
| 6M | +1.2% | +42.2% | -41.0% | +1.2% |
| YTD | +2.5% | +3.6% | -1.1% | +2.5% |
| 1Y | +3.0% | -4.8% | +7.8% | +3.0% |
| 3Y | +13.2% | +48.3% | -35.2% | +13.2% |
| 5Y | +19.4% | -20.1% | +39.5% | +19.4% |
| All | +19.4% | -10.3% | +29.7% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling