-23.1%
PFE vs BIL
+19.8%
-42.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -3.0% | +0.1% | -3.0% | -2.7% |
| 30D | +5.2% | 0.0% | +5.2% | +5.3% |
| 3M | +12.2% | +0.6% | +11.6% | +14.8% |
| 6M | +17.8% | +1.5% | +16.3% | +24.4% |
| YTD | +26.2% | +2.8% | +23.4% | +39.7% |
| 1Y | +23.2% | +3.3% | +19.8% | +39.3% |
| 3Y | +21.3% | +13.4% | +7.9% | +85.9% |
| 5Y | -23.1% | +19.8% | -42.9% | +37.9% |
| All | -23.1% | +19.8% | -42.9% | +37.9% |
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