+159.5%
PM vs BIL
+20.2%
+139.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.4% | +0.1% | -2.5% | -2.3% |
| 30D | -1.3% | +0.3% | -1.6% | -0.8% |
| 3M | +6.5% | +0.9% | +5.6% | +8.0% |
| 6M | +7.0% | +1.8% | +5.1% | +10.1% |
| YTD | +25.8% | +3.1% | +22.7% | +32.5% |
| 1Y | +30.9% | +3.7% | +27.2% | +39.3% |
| 3Y | +148.0% | +13.8% | +134.1% | +305.1% |
| All | +159.5% | +20.2% | +139.3% | +546.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling