+137.1%
PSX vs BIL
+14.1%
+123.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.3% |
| 7D | +4.5% | +0.1% | +4.5% | +4.9% |
| 30D | +26.6% | +0.3% | +26.3% | +28.2% |
| 3M | +39.3% | +0.9% | +38.3% | +43.5% |
| 6M | +56.8% | +1.8% | +55.0% | +66.1% |
| YTD | +101.8% | +2.4% | +99.4% | +117.7% |
| 1Y | +99.6% | +3.7% | +95.9% | +121.6% |
| All | +137.1% | +14.1% | +123.1% | +142.9% |
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