+117.4%
PM vs BIL
+19.4%
+98.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -1.9% |
| 7D | -4.9% | +0.1% | -5.0% | -4.8% |
| 30D | -3.4% | +0.3% | -3.7% | -3.2% |
| 3M | +5.2% | +0.9% | +4.2% | +5.9% |
| 6M | +3.7% | +1.8% | +1.9% | +5.6% |
| YTD | +15.8% | +2.4% | +13.3% | +18.7% |
| 1Y | +17.4% | +3.7% | +13.6% | +23.0% |
| 3Y | +116.9% | +14.2% | +102.8% | +237.8% |
| All | +117.4% | +19.4% | +98.0% | +354.3% |
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