+259.2%
PEP vs BIL
+30.4%
+228.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.6% |
| 7D | -1.4% | +0.1% | -1.5% | -1.1% |
| 30D | +0.2% | +0.3% | -0.1% | +1.2% |
| 3M | -1.1% | +0.9% | -2.1% | +1.7% |
| 6M | -13.5% | +1.8% | -15.3% | -8.7% |
| YTD | -1.2% | +2.4% | -3.6% | +6.2% |
| 1Y | -1.6% | +3.7% | -5.3% | +9.8% |
| 3Y | -12.5% | +14.2% | -26.7% | +30.6% |
| 5Y | +3.0% | +19.4% | -16.4% | +76.3% |
| 10Y | +73.9% | +25.2% | +48.7% | +245.4% |
| All | +259.2% | +30.4% | +228.8% | +648.7% |
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