+13.1%
BIL vs PR
+61.1%
-48.0%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | 0.0% |
| 7D | -0.3% | -16.5% | +16.3% | -0.3% |
| 30D | 0.0% | -4.5% | +4.5% | 0.0% |
| 3M | +0.3% | +8.5% | -8.2% | +0.3% |
| 6M | +1.2% | -3.3% | +4.5% | +1.2% |
| YTD | +2.4% | +55.7% | -53.3% | +2.4% |
| 1Y | +3.0% | +82.0% | -79.0% | +3.1% |
| All | +13.1% | +61.1% | -48.0% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling