+31.3%
BIL vs PNC
+453.3%
-422.1%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +0.1% | +3.1% | -3.0% | +0.1% |
| 30D | +0.3% | +7.6% | -7.3% | +0.4% |
| 3M | +1.0% | -8.1% | +9.1% | +1.0% |
| 6M | +1.9% | +12.6% | -10.7% | +1.9% |
| YTD | +3.2% | +15.0% | -11.8% | +3.2% |
| 1Y | +3.7% | +30.4% | -26.7% | +3.7% |
| 3Y | +13.8% | +116.1% | -102.3% | +13.9% |
| 5Y | +20.3% | +37.5% | -17.2% | +20.3% |
| 10Y | +26.2% | +205.1% | -178.9% | +26.3% |
| All | +31.3% | +453.3% | -422.1% | +31.3% |
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