+30.3%
BIL vs PFG
+248.5%
-218.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | 0.0% |
| 7D | +0.1% | +5.5% | -5.4% | +0.1% |
| 30D | +0.3% | +2.4% | -2.0% | +0.3% |
| 3M | +0.9% | +13.6% | -12.6% | +1.0% |
| 6M | +1.8% | +27.9% | -26.0% | +1.9% |
| YTD | +2.4% | +35.6% | -33.1% | +2.5% |
| 1Y | +3.7% | +48.5% | -44.7% | +3.8% |
| 3Y | +14.2% | +66.9% | -52.7% | +14.2% |
| 5Y | +19.4% | +111.0% | -91.5% | +19.5% |
| 10Y | +25.2% | +244.5% | -219.3% | +25.4% |
| All | +30.3% | +248.5% | -218.2% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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