+162.5%
PFE vs BIL
+30.4%
+132.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.5% |
| 7D | -3.7% | -0.3% | -3.4% | -4.7% |
| 30D | +5.0% | 0.0% | +5.0% | +5.0% |
| 3M | +12.2% | +0.3% | +11.9% | +13.7% |
| 6M | +14.6% | +1.2% | +13.3% | +20.7% |
| YTD | +24.1% | +2.5% | +21.7% | +37.5% |
| 1Y | +26.6% | +3.0% | +23.5% | +43.7% |
| 3Y | +14.3% | +13.2% | +1.2% | +93.3% |
| 5Y | -21.9% | +19.4% | -41.4% | +65.8% |
| 10Y | +62.6% | +25.2% | +37.4% | +327.0% |
| All | +162.5% | +30.4% | +132.1% | +588.9% |
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 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