+30.3%
BIL vs PNC
+479.7%
-449.4%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | +0.1% | +1.4% | -1.3% | +0.1% |
| 30D | +0.3% | -3.8% | +4.2% | +0.3% |
| 3M | +0.9% | +9.0% | -8.1% | +1.0% |
| 6M | +1.8% | +16.6% | -14.8% | +1.8% |
| YTD | +2.4% | +20.4% | -18.0% | +2.5% |
| 1Y | +3.7% | +22.3% | -18.6% | +3.7% |
| 3Y | +14.2% | +124.5% | -110.4% | +14.2% |
| 5Y | +19.4% | +54.1% | -34.7% | +19.5% |
| 10Y | +25.2% | +276.3% | -251.1% | +25.3% |
| All | +30.3% | +479.7% | -449.4% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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