+30.8%
BIL vs PH
+1,889.4%
-1,858.7%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | 0.0% |
| 7D | +0.1% | +3.0% | -3.0% | +0.1% |
| 30D | 0.0% | -0.6% | +0.6% | 0.0% |
| 3M | +0.6% | -10.7% | +11.3% | +0.6% |
| 6M | +1.5% | +9.1% | -7.6% | +1.5% |
| YTD | +2.8% | +9.5% | -6.7% | +2.8% |
| 1Y | +3.3% | +14.0% | -10.7% | +3.4% |
| 3Y | +13.4% | +138.9% | -125.5% | +13.6% |
| 5Y | +19.8% | +209.1% | -189.3% | +20.1% |
| 10Y | +25.6% | +737.3% | -711.7% | +26.2% |
| All | +30.8% | +1,889.4% | -1,858.7% | +31.9% |
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