+30.3%
BIL vs PH
+1,901.9%
-1,871.6%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.1% | -3.1% | +3.2% | +0.1% |
| 30D | +0.3% | -3.2% | +3.6% | +0.3% |
| 3M | +0.9% | +10.6% | -9.6% | +1.0% |
| 6M | +1.8% | -2.1% | +4.0% | +1.8% |
| YTD | +2.4% | +10.2% | -7.7% | +2.5% |
| 1Y | +3.7% | +28.2% | -24.5% | +3.8% |
| 3Y | +14.2% | +134.9% | -120.7% | +14.3% |
| 5Y | +19.4% | +253.6% | -234.2% | +19.7% |
| 10Y | +25.2% | +804.7% | -779.5% | +25.8% |
| All | +30.3% | +1,901.9% | -1,871.6% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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