+143.9%
PM vs BIL
+13.1%
+130.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.9% |
| 7D | -5.2% | -0.3% | -5.0% | -4.5% |
| 30D | +2.7% | 0.0% | +2.7% | +2.4% |
| 3M | +5.2% | +0.3% | +4.9% | +3.6% |
| 6M | +17.0% | +1.2% | +15.8% | +11.7% |
| YTD | +25.5% | +2.5% | +23.0% | +15.0% |
| 1Y | +35.5% | +3.0% | +32.5% | +21.6% |
| 3Y | +143.9% | +13.2% | +130.8% | +89.8% |
| All | +143.9% | +13.1% | +130.8% | +89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling