+20.2%
BIL vs PCOR
-8.1%
+28.2%
-0.1%
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 | +0.1% | +2.2% | -2.1% | +0.1% |
| 30D | +0.3% | +37.4% | -37.1% | +0.3% |
| 3M | +0.9% | +33.2% | -32.3% | +0.9% |
| 6M | +1.8% | +60.6% | -58.8% | +1.8% |
| YTD | +3.1% | +6.2% | -3.0% | +3.1% |
| 1Y | +3.7% | -1.1% | +4.8% | +3.7% |
| 3Y | +13.8% | +48.4% | -34.6% | +13.8% |
| 5Y | +20.2% | -13.1% | +33.4% | +20.2% |
| All | +20.2% | -8.1% | +28.2% | +20.2% |
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