+1,067.6%
PSX vs BIL
+25.0%
+1,042.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -13.1% | -0.3% | -12.9% | -13.1% |
| 30D | -9.5% | 0.0% | -9.5% | -9.3% |
| 3M | +20.2% | +0.3% | +19.9% | +20.3% |
| 6M | +44.9% | +1.2% | +43.7% | +45.3% |
| YTD | +94.4% | +2.5% | +92.0% | +95.7% |
| 1Y | +83.1% | +3.0% | +80.0% | +84.6% |
| 3Y | +132.2% | +13.2% | +119.0% | +132.5% |
| 5Y | +278.8% | +19.4% | +259.4% | +280.0% |
| 10Y | +354.2% | +25.2% | +329.0% | +389.7% |
| All | +1,067.6% | +25.0% | +1,042.6% | +1,142.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling