+30.3%
BIL vs PTC
+686.9%
-656.6%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.1% | 0.0% |
| 7D | +0.1% | -10.3% | +10.4% | +0.1% |
| 30D | +0.3% | +1.1% | -0.8% | +0.3% |
| 3M | +0.9% | +1.6% | -0.7% | +0.9% |
| 6M | +1.8% | -13.5% | +15.3% | +1.8% |
| YTD | +2.4% | -19.1% | +21.5% | +2.4% |
| 1Y | +3.7% | -33.9% | +37.6% | +3.7% |
| 3Y | +14.2% | -3.9% | +18.1% | +14.2% |
| 5Y | +19.4% | +6.0% | +13.4% | +19.4% |
| 10Y | +25.2% | +223.7% | -198.5% | +25.5% |
| All | +30.3% | +686.9% | -656.6% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling