+19.7%
BIL vs PL
+46.6%
-26.9%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +14.5% | -14.5% | 0.0% |
| 7D | +0.1% | +10.9% | -10.8% | +0.1% |
| 30D | 0.0% | -16.4% | +16.3% | 0.0% |
| 3M | +0.6% | -39.9% | +40.5% | +0.6% |
| 6M | +1.5% | -63.2% | +64.7% | +1.5% |
| YTD | +2.8% | -27.1% | +29.9% | +2.8% |
| 1Y | +3.3% | +12.2% | -8.8% | +3.3% |
| 3Y | +13.4% | +584.3% | -570.9% | +13.4% |
| 5Y | +19.8% | +37.0% | -17.2% | +19.8% |
| All | +19.7% | +46.6% | -26.9% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling