+25.3%
BIL vs PFGC
+419.1%
-393.8%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | 0.0% |
| 7D | +0.1% | -2.2% | +2.3% | +0.1% |
| 30D | +0.3% | -11.9% | +12.3% | +0.3% |
| 3M | +0.9% | +5.0% | -4.1% | +0.9% |
| 6M | +1.8% | +8.6% | -6.8% | +1.8% |
| YTD | +2.4% | +9.7% | -7.2% | +2.4% |
| 1Y | +3.7% | -6.3% | +10.0% | +3.7% |
| 3Y | +14.2% | +58.2% | -44.0% | +14.2% |
| 5Y | +19.4% | +110.4% | -91.0% | +19.4% |
| 10Y | +25.2% | +272.8% | -247.5% | +25.3% |
| All | +25.3% | +419.1% | -393.8% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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