+90.1%
PEP vs BIL
+25.6%
+64.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.1% | +0.1% | +1.0% | +1.2% |
| 30D | +13.6% | 0.0% | +13.6% | +13.4% |
| 3M | +5.1% | +0.6% | +4.5% | +5.5% |
| 6M | -1.6% | +1.5% | -3.1% | -0.3% |
| YTD | +3.3% | +2.8% | +0.5% | +6.2% |
| 1Y | +3.2% | +3.3% | -0.1% | +6.7% |
| 3Y | -3.9% | +13.4% | -17.3% | +11.0% |
| 5Y | +4.0% | +19.8% | -15.8% | +22.0% |
| 10Y | +90.1% | +25.7% | +64.4% | +113.3% |
| All | +90.1% | +25.6% | +64.5% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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