+25.7%
BIL vs PPL
+65.3%
-39.7%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | +0.1% | 0.0% | 0.0% | +0.1% |
| 30D | 0.0% | +4.3% | -4.3% | 0.0% |
| 3M | +0.6% | +2.9% | -2.3% | +0.6% |
| 6M | +1.5% | +1.1% | +0.4% | +1.5% |
| YTD | +2.8% | +4.5% | -1.7% | +2.8% |
| 1Y | +3.3% | +0.1% | +3.2% | +3.3% |
| 3Y | +13.4% | +55.7% | -42.3% | +13.4% |
| 5Y | +19.8% | +47.6% | -27.8% | +19.8% |
| 10Y | +25.7% | +66.8% | -41.2% | +25.6% |
| All | +25.7% | +65.3% | -39.7% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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