+364.6%
PG vs BIL
+31.3%
+333.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +2.7% | +0.1% | +2.6% | +2.9% |
| 30D | +9.2% | +0.3% | +8.8% | +10.1% |
| 3M | +18.5% | +1.0% | +17.5% | +21.3% |
| 6M | +21.1% | +1.9% | +19.2% | +26.7% |
| YTD | +21.9% | +3.2% | +18.7% | +31.8% |
| 1Y | +18.1% | +3.7% | +14.4% | +29.3% |
| 3Y | +20.6% | +13.8% | +6.7% | +68.2% |
| 5Y | +31.8% | +20.3% | +11.5% | +113.9% |
| 10Y | +166.5% | +26.2% | +140.3% | +397.2% |
| All | +364.6% | +31.3% | +333.3% | +747.9% |
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