+25.7%
BIL vs PFGC
+488.3%
-462.5%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | 0.0% |
| 7D | +0.1% | +10.8% | -10.8% | +0.1% |
| 30D | 0.0% | +17.8% | -17.8% | 0.0% |
| 3M | +0.6% | -2.7% | +3.3% | +0.6% |
| 6M | +1.5% | +20.0% | -18.5% | +1.5% |
| YTD | +2.8% | +24.3% | -21.5% | +2.8% |
| 1Y | +3.3% | +13.2% | -9.9% | +3.3% |
| 3Y | +13.4% | +85.9% | -72.5% | +13.4% |
| 5Y | +19.8% | +141.0% | -121.2% | +19.8% |
| 10Y | +25.6% | +370.6% | -345.0% | +25.7% |
| All | +25.7% | +488.3% | -462.5% | +25.8% |
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