+216.9%
BURL vs PFG
+244.0%
-27.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.2% | +3.5% |
| 7D | -2.8% | +5.5% | -8.3% | -5.9% |
| 30D | -28.2% | +2.4% | -30.5% | -29.2% |
| 3M | -17.6% | +13.6% | -31.2% | -23.7% |
| 6M | -11.8% | +27.9% | -39.7% | -23.5% |
| YTD | -8.1% | +35.6% | -43.7% | -23.1% |
| 1Y | -12.0% | +48.5% | -60.4% | -30.2% |
| 3Y | +63.3% | +66.9% | -3.6% | +20.0% |
| 5Y | -10.8% | +111.0% | -121.8% | -43.3% |
| All | +216.9% | +244.0% | -27.1% | +41.9% |
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