+255.1%
BURL vs PFG
+203.0%
+52.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.2% | +2.0% |
| 7D | +7.7% | +2.3% | +5.4% | +6.5% |
| 30D | -7.1% | +7.6% | -14.7% | -10.8% |
| 3M | -30.3% | +2.5% | -32.8% | -31.5% |
| 6M | -15.5% | +16.6% | -32.2% | -23.0% |
| YTD | -11.0% | +34.1% | -45.0% | -25.2% |
| 1Y | -8.4% | +44.1% | -52.5% | -26.1% |
| 3Y | +96.7% | +86.3% | +10.4% | +35.5% |
| 5Y | -14.1% | +101.6% | -115.6% | -44.0% |
| 10Y | +255.1% | +197.9% | +57.2% | +76.6% |
| All | +255.1% | +203.0% | +52.1% | +76.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling