-7.8%
BURL vs PENG
+73.0%
-80.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -23.0% | +20.1% | -2.1% |
| 7D | +3.5% | -36.7% | +40.2% | +5.0% |
| 30D | -9.3% | -42.0% | +32.8% | -7.8% |
| 3M | -32.1% | -33.2% | +1.1% | -31.8% |
| 6M | -19.8% | +2.1% | -21.9% | -24.8% |
| YTD | -13.2% | +90.3% | -103.5% | -25.0% |
| 1Y | -7.8% | +67.7% | -75.5% | -21.0% |
| All | -7.8% | +73.0% | -80.8% | -21.0% |
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