+25.3%
BIL vs PR
+169.5%
-144.2%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | +0.1% | +2.9% | -2.8% | +0.1% |
| 30D | +0.3% | +18.0% | -17.7% | +0.3% |
| 3M | +0.9% | +16.9% | -15.9% | +0.9% |
| 6M | +1.8% | +28.2% | -26.4% | +1.8% |
| YTD | +2.4% | +69.3% | -66.9% | +2.5% |
| 1Y | +3.7% | +69.5% | -65.8% | +3.7% |
| 3Y | +14.2% | +81.7% | -67.5% | +14.2% |
| 5Y | +19.4% | +422.2% | -402.8% | +19.4% |
| 10Y | +25.2% | +110.4% | -85.2% | +25.2% |
| All | +25.3% | +169.5% | -144.2% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling