+154.1%
PFE vs BIL
+30.4%
+123.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.7% |
| 3M | +12.7% | +0.9% | +11.7% | +17.2% |
| 6M | +10.5% | +1.8% | +8.7% | +19.4% |
| YTD | +20.2% | +2.4% | +17.7% | +33.0% |
| 1Y | +24.1% | +3.7% | +20.3% | +44.9% |
| 3Y | -3.6% | +14.2% | -17.7% | +69.3% |
| 5Y | -20.9% | +19.4% | -40.3% | +67.8% |
| 10Y | +35.8% | +25.2% | +10.6% | +256.7% |
| All | +154.1% | +30.4% | +123.7% | +566.4% |
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 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