-12.1%
BURL vs PENG
+72.0%
-84.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -9.1% | +16.8% | +9.1% |
| 7D | +10.4% | -20.5% | +30.9% | +14.0% |
| 30D | -4.9% | -20.4% | +15.4% | -2.9% |
| 3M | -29.8% | -16.4% | -13.3% | -29.3% |
| 6M | -16.5% | +49.2% | -65.7% | -29.2% |
| YTD | -10.5% | +147.2% | -157.7% | -33.1% |
| 1Y | -5.3% | +124.7% | -130.0% | -28.0% |
| 3Y | +95.1% | +230.3% | -135.2% | +23.9% |
| 5Y | -12.1% | +71.4% | -83.5% | -38.3% |
| All | -12.1% | +72.0% | -84.1% | -38.3% |
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