+198.6%
PM vs BIL
+25.3%
+173.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.3% | +0.1% | -1.4% | -1.2% |
| 30D | -2.6% | +0.3% | -2.8% | -2.4% |
| 3M | +5.8% | +0.9% | +4.9% | +6.4% |
| 6M | +10.6% | +1.8% | +8.7% | +12.2% |
| YTD | +17.2% | +2.5% | +14.7% | +19.6% |
| 1Y | +17.6% | +3.7% | +13.9% | +22.0% |
| 3Y | +124.3% | +14.1% | +110.2% | +197.5% |
| 5Y | +125.1% | +19.4% | +105.6% | +243.2% |
| 10Y | +198.6% | +25.3% | +173.4% | +403.9% |
| All | +198.6% | +25.3% | +173.4% | +403.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling