+902.7%
BURL vs PFG
+317.6%
+585.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.8% | +0.9% | -1.0% |
| 7D | +3.5% | -0.7% | +4.2% | +4.0% |
| 30D | -9.3% | +2.8% | -12.1% | -10.6% |
| 3M | -32.1% | -1.0% | -31.1% | -32.0% |
| 6M | -19.8% | +13.6% | -33.4% | -25.4% |
| YTD | -13.2% | +31.1% | -44.3% | -25.3% |
| 1Y | -7.8% | +43.8% | -51.6% | -24.4% |
| 3Y | +89.3% | +75.0% | +14.3% | +38.6% |
| 5Y | -15.8% | +95.2% | -111.1% | -42.2% |
| 10Y | +262.2% | +207.5% | +54.7% | +82.4% |
| All | +902.7% | +317.6% | +585.1% | +354.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling