+25.7%
BIL vs PR
+65.1%
-39.4%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | +0.1% | -9.5% | +9.6% | +0.1% |
| 30D | 0.0% | -5.7% | +5.7% | 0.0% |
| 3M | +0.6% | +3.0% | -2.4% | +0.6% |
| 6M | +1.5% | +11.8% | -10.3% | +1.5% |
| YTD | +2.8% | +58.5% | -55.7% | +2.8% |
| 1Y | +3.3% | +69.9% | -66.6% | +3.3% |
| 3Y | +13.4% | +84.9% | -71.5% | +13.4% |
| 5Y | +19.8% | +246.4% | -226.6% | +19.9% |
| 10Y | +25.7% | +70.3% | -44.6% | +25.7% |
| All | +25.7% | +65.1% | -39.4% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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