+268.8%
PEP vs BIL
+30.4%
+238.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -0.9% |
| 7D | +2.9% | -0.3% | +3.2% | +2.1% |
| 30D | +14.2% | 0.0% | +14.2% | +14.2% |
| 3M | +3.2% | +0.3% | +2.9% | +4.2% |
| 6M | -7.4% | +1.2% | -8.7% | -4.0% |
| YTD | +1.5% | +2.5% | -1.0% | +9.1% |
| 1Y | +3.9% | +3.0% | +0.8% | +13.6% |
| 3Y | -5.5% | +13.2% | -18.7% | +37.2% |
| 5Y | +0.1% | +19.4% | -19.3% | +71.5% |
| 10Y | +82.1% | +25.2% | +56.9% | +261.5% |
| All | +268.8% | +30.4% | +238.5% | +669.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling