+46.2%
PFE vs BIL
+25.7%
+20.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.5% |
| 7D | -0.7% | +0.1% | -0.8% | -0.6% |
| 30D | +5.3% | 0.0% | +5.4% | +5.3% |
| 3M | +10.1% | +0.6% | +9.5% | +10.8% |
| 6M | +18.0% | +1.5% | +16.5% | +20.0% |
| YTD | +25.8% | +2.8% | +23.0% | +29.7% |
| 1Y | +28.4% | +3.3% | +25.1% | +33.4% |
| 3Y | +20.9% | +13.4% | +7.5% | +32.3% |
| 5Y | -21.5% | +19.8% | -41.3% | -22.4% |
| 10Y | +46.2% | +25.7% | +20.6% | +33.4% |
| All | +46.2% | +25.7% | +20.6% | +33.4% |
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