+250.9%
PM vs BIL
+25.7%
+225.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -6.6% | +0.1% | -6.7% | -6.6% |
| 30D | -3.4% | 0.0% | -3.4% | -3.4% |
| 3M | +5.3% | +0.6% | +4.7% | +5.8% |
| 6M | +15.5% | +1.5% | +14.0% | +16.9% |
| YTD | +24.3% | +2.8% | +21.5% | +27.2% |
| 1Y | +29.7% | +3.3% | +26.4% | +33.5% |
| 3Y | +144.9% | +13.4% | +131.5% | +214.3% |
| 5Y | +159.0% | +19.8% | +139.2% | +292.3% |
| 10Y | +250.9% | +25.7% | +225.3% | +465.6% |
| All | +250.9% | +25.7% | +225.3% | +465.6% |
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