+19.7%
BIL vs PL
+28.1%
-8.3%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.4% | -10.3% | 0.0% |
| 7D | -0.3% | -6.8% | +6.6% | -0.3% |
| 30D | 0.0% | -29.3% | +29.3% | 0.0% |
| 3M | +0.6% | -44.8% | +45.4% | +0.6% |
| 6M | +1.5% | -68.4% | +69.9% | +1.5% |
| YTD | +2.8% | -36.4% | +39.1% | +2.7% |
| 1Y | +3.3% | +0.7% | +2.6% | +3.3% |
| 3Y | +13.5% | +455.3% | -441.8% | +13.5% |
| 5Y | +19.8% | +22.7% | -2.9% | +19.8% |
| All | +19.7% | +28.1% | -8.3% | +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