-12.0%
BURL vs PFG
+51.4%
-63.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.2% | +3.3% |
| 7D | -2.8% | +5.5% | -8.3% | -5.2% |
| 30D | -28.2% | +2.4% | -30.5% | -28.9% |
| 3M | -17.6% | +13.6% | -31.2% | -22.9% |
| 6M | -11.8% | +27.9% | -39.7% | -22.4% |
| YTD | -8.1% | +35.6% | -43.7% | -21.2% |
| 1Y | -12.0% | +48.5% | -60.4% | -27.1% |
| All | -12.0% | +51.4% | -63.3% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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