+25.2%
BIL vs PTC
+196.2%
-170.9%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | 0.0% |
| 7D | +0.1% | -13.6% | +13.6% | +0.1% |
| 30D | +0.3% | -14.7% | +14.9% | +0.3% |
| 3M | +0.9% | -5.9% | +6.8% | +0.9% |
| 6M | +1.8% | -21.1% | +22.9% | +1.8% |
| YTD | +2.5% | -26.0% | +28.5% | +2.5% |
| 1Y | +3.7% | -36.8% | +40.5% | +3.7% |
| 3Y | +14.1% | -10.3% | +24.3% | +14.1% |
| 5Y | +19.4% | +1.2% | +18.2% | +19.4% |
| 10Y | +25.2% | +198.3% | -173.1% | +25.3% |
| All | +25.2% | +196.2% | -170.9% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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