+95.3%
BURL vs PENG
+228.7%
-133.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -9.1% | +16.8% | +8.6% |
| 7D | +10.4% | -20.5% | +30.9% | +12.8% |
| 30D | -4.9% | -20.4% | +15.4% | -3.6% |
| 3M | -29.8% | -16.4% | -13.3% | -29.5% |
| 6M | -16.5% | +49.2% | -65.7% | -26.7% |
| YTD | -10.5% | +147.2% | -157.7% | -29.1% |
| 1Y | -5.3% | +124.7% | -130.0% | -23.8% |
| All | +95.3% | +228.7% | -133.3% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling