+30.4%
BIL vs PPG
+337.8%
-307.5%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +0.3% | -7.8% | +8.1% | +0.3% |
| 3M | +0.9% | -2.2% | +3.1% | +0.9% |
| 6M | +1.8% | +4.1% | -2.3% | +1.8% |
| YTD | +2.5% | +9.1% | -6.6% | +2.5% |
| 1Y | +3.7% | +1.0% | +2.7% | +3.7% |
| 3Y | +14.1% | -13.3% | +27.3% | +14.1% |
| 5Y | +19.4% | -19.2% | +38.6% | +19.4% |
| 10Y | +25.3% | +25.9% | -0.7% | +25.4% |
| All | +30.4% | +337.8% | -307.5% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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