-5.3%
BURL vs PFG
+46.8%
-52.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.1% | +3.6% | +5.8% |
| 7D | +10.4% | +4.9% | +5.5% | +8.1% |
| 30D | -4.9% | +5.7% | -10.6% | -7.2% |
| 3M | -29.8% | +2.6% | -32.3% | -30.8% |
| 6M | -16.5% | +19.8% | -36.2% | -25.3% |
| YTD | -10.5% | +36.3% | -46.8% | -26.7% |
| 1Y | -5.3% | +47.9% | -53.2% | -27.2% |
| All | -5.3% | +46.8% | -52.1% | -27.2% |
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