+338.3%
PSX vs BIL
+25.7%
+312.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -1.0% |
| 7D | -7.8% | +0.1% | -7.9% | -8.1% |
| 30D | -9.9% | 0.0% | -9.9% | -9.6% |
| 3M | +16.9% | +0.6% | +16.3% | +15.4% |
| 6M | +48.0% | +1.5% | +46.4% | +42.7% |
| YTD | +98.3% | +2.8% | +95.6% | +85.7% |
| 1Y | +86.2% | +3.3% | +82.8% | +72.0% |
| 3Y | +144.0% | +13.4% | +130.6% | +61.4% |
| 5Y | +287.7% | +19.8% | +267.9% | +95.2% |
| 10Y | +338.3% | +25.7% | +312.7% | +56.6% |
| All | +338.3% | +25.7% | +312.7% | +56.6% |
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