-2.5%
PFE vs BIL
+14.1%
-16.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.1% |
| 7D | +1.8% | +0.1% | +1.7% | +2.2% |
| 30D | +10.2% | +0.3% | +9.9% | +12.0% |
| 3M | +12.7% | +0.9% | +11.7% | +18.0% |
| 6M | +10.5% | +1.8% | +8.7% | +21.4% |
| YTD | +20.2% | +2.4% | +17.7% | +36.3% |
| 1Y | +24.1% | +3.7% | +20.3% | +50.6% |
| All | -2.5% | +14.1% | -16.6% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling