+343.3%
PLD vs BIL
+30.4%
+312.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -2.4% | +0.1% | -2.5% | -2.3% |
| 30D | -2.4% | +0.3% | -2.8% | -2.2% |
| 3M | -3.8% | +0.9% | -4.7% | -3.0% |
| 6M | 0.0% | +1.8% | -1.8% | +1.5% |
| YTD | +9.2% | +2.4% | +6.8% | +11.4% |
| 1Y | +25.9% | +3.7% | +22.2% | +29.8% |
| 3Y | +21.3% | +14.2% | +7.1% | +34.9% |
| 5Y | +14.1% | +19.4% | -5.3% | +30.9% |
| 10Y | +237.9% | +25.2% | +212.7% | +300.9% |
| All | +343.3% | +30.4% | +312.9% | +361.0% |
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