+19.8%
BIL vs PCOR
-19.6%
+39.4%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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 | +0.6% | +35.2% | -34.6% | +0.6% |
| 6M | +1.5% | +42.2% | -40.7% | +1.5% |
| YTD | +2.8% | +3.6% | -0.8% | +2.7% |
| 1Y | +3.3% | -4.8% | +8.1% | +3.3% |
| 3Y | +13.5% | +48.3% | -34.9% | +13.5% |
| All | +19.8% | -19.6% | +39.4% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling