-15.9%
BURL vs PFG
+91.4%
-107.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.6% |
| 7D | +4.1% | -0.6% | +4.7% | +4.6% |
| 30D | -9.5% | +2.0% | -11.5% | -10.5% |
| 3M | -33.5% | -3.2% | -30.3% | -32.5% |
| 6M | -22.1% | +10.9% | -33.0% | -27.5% |
| YTD | -14.6% | +28.8% | -43.4% | -27.8% |
| 1Y | -8.4% | +39.2% | -47.5% | -26.1% |
| 3Y | +86.6% | +75.0% | +11.5% | +27.1% |
| All | -15.9% | +91.4% | -107.3% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling