-5.3%
BURL vs PENG
+120.5%
-125.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -9.1% | +16.8% | +8.0% |
| 7D | +10.4% | -20.5% | +30.9% | +11.2% |
| 30D | -4.9% | -20.4% | +15.4% | -4.5% |
| 3M | -29.8% | -16.4% | -13.3% | -29.9% |
| 6M | -16.5% | +49.2% | -65.7% | -23.4% |
| YTD | -10.5% | +147.2% | -157.7% | -23.2% |
| 1Y | -5.3% | +124.7% | -130.0% | -19.2% |
| All | -5.3% | +120.5% | -125.8% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling