+156.2%
PSX vs BIL
+13.8%
+142.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | +7.8% | +0.1% | +7.7% | +8.0% |
| 30D | -10.9% | +0.3% | -11.2% | -9.9% |
| 3M | +14.5% | +1.0% | +13.5% | +18.1% |
| 6M | +56.1% | +1.9% | +54.2% | +64.4% |
| YTD | +109.6% | +3.2% | +106.4% | +128.0% |
| 1Y | +95.5% | +3.7% | +91.8% | +114.0% |
| 3Y | +156.2% | +13.8% | +142.4% | +92.6% |
| All | +156.2% | +13.8% | +142.4% | +92.6% |
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 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