-20.7%
PFE vs BIL
+19.4%
-40.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.1% |
| 7D | +1.8% | +0.1% | +1.7% | +2.1% |
| 30D | +10.2% | +0.3% | +9.9% | +11.6% |
| 3M | +12.7% | +0.9% | +11.7% | +16.8% |
| 6M | +10.5% | +1.8% | +8.7% | +18.7% |
| YTD | +20.2% | +2.4% | +17.7% | +32.1% |
| 1Y | +24.1% | +3.7% | +20.3% | +43.6% |
| 3Y | -3.6% | +14.2% | -17.7% | +59.5% |
| All | -20.7% | +19.4% | -40.1% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling