+162.6%
PM vs BIL
+20.3%
+142.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.2% |
| 7D | +0.5% | +0.1% | +0.5% | +0.7% |
| 30D | -3.2% | +0.3% | -3.6% | -2.6% |
| 3M | +6.2% | +1.0% | +5.3% | +7.8% |
| 6M | +7.7% | +1.9% | +5.8% | +10.8% |
| YTD | +27.3% | +3.2% | +24.1% | +34.1% |
| 1Y | +32.8% | +3.7% | +29.1% | +41.4% |
| 3Y | +150.0% | +13.8% | +136.2% | +308.4% |
| All | +162.6% | +20.3% | +142.3% | +554.7% |
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