+166.8%
PFE vs BIL
+30.3%
+136.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -2.9% |
| 7D | -0.2% | -0.3% | 0.0% | -1.3% |
| 30D | +8.7% | 0.0% | +8.7% | +8.6% |
| 3M | +15.8% | +0.3% | +15.5% | +17.3% |
| 6M | +16.8% | +1.2% | +15.6% | +22.9% |
| YTD | +26.2% | +2.4% | +23.8% | +39.7% |
| 1Y | +29.9% | +3.0% | +26.9% | +47.4% |
| 3Y | +15.9% | +13.1% | +2.8% | +95.9% |
| 5Y | -20.6% | +19.4% | -40.0% | +68.4% |
| 10Y | +65.4% | +25.2% | +40.2% | +333.5% |
| All | +166.8% | +30.3% | +136.5% | +599.4% |
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