-10.7%
BURL vs PENG
+115.2%
-125.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.4% | -3.8% | +1.5% |
| 7D | -2.8% | +4.5% | -7.3% | -3.5% |
| 30D | -28.2% | -7.1% | -21.1% | -27.5% |
| 3M | -17.6% | -27.3% | +9.7% | -15.8% |
| 6M | -11.8% | +169.6% | -181.4% | -32.8% |
| YTD | -8.1% | +164.6% | -172.8% | -30.2% |
| 1Y | -12.0% | +109.5% | -121.4% | -30.5% |
| 3Y | +63.3% | +98.9% | -35.6% | +18.4% |
| All | -10.7% | +115.2% | -125.9% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling