+30.3%
BIL vs PPL
+104.0%
-73.7%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -0.3% | +1.0% | -1.3% | -0.3% |
| 30D | 0.0% | +6.8% | -6.8% | 0.0% |
| 3M | +0.3% | +3.9% | -3.6% | +0.3% |
| 6M | +1.2% | -2.0% | +3.2% | +1.2% |
| YTD | +2.4% | +5.3% | -2.8% | +2.4% |
| 1Y | +3.0% | +2.2% | +0.8% | +3.0% |
| 3Y | +13.1% | +56.7% | -43.6% | +13.2% |
| 5Y | +19.4% | +49.1% | -29.7% | +19.5% |
| 10Y | +25.2% | +63.6% | -38.5% | +25.3% |
| All | +30.3% | +104.0% | -73.7% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling