+234.7%
PM vs BIL
+25.6%
+209.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -7.3% | +0.1% | -7.4% | -7.2% |
| 30D | -4.0% | 0.0% | -4.0% | -4.0% |
| 3M | +2.7% | +0.6% | +2.2% | +3.2% |
| 6M | +14.9% | +1.5% | +13.3% | +16.1% |
| YTD | +23.5% | +2.8% | +20.8% | +26.2% |
| 1Y | +30.4% | +3.3% | +27.0% | +33.9% |
| 3Y | +143.2% | +13.4% | +129.8% | +209.9% |
| 5Y | +159.5% | +19.8% | +139.6% | +288.8% |
| 10Y | +234.7% | +25.6% | +209.0% | +429.8% |
| All | +234.7% | +25.6% | +209.0% | +429.8% |
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