+216.9%
BURL vs PEGA
+191.4%
+25.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.9% |
| 7D | -2.8% | +3.3% | -6.1% | -3.7% |
| 30D | -28.2% | +17.7% | -45.9% | -31.7% |
| 3M | -17.6% | +5.8% | -23.4% | -20.0% |
| 6M | -11.8% | -20.3% | +8.5% | -7.7% |
| YTD | -8.1% | -37.1% | +29.0% | +1.8% |
| 1Y | -12.0% | -30.2% | +18.2% | -6.4% |
| 3Y | +63.3% | +48.1% | +15.2% | +25.7% |
| 5Y | -10.8% | -46.8% | +36.0% | -6.2% |
| All | +216.9% | +191.4% | +25.5% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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