+216.9%
BURL vs PFGC
+273.6%
-56.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | -2.8% | -2.2% | -0.6% | -2.0% |
| 30D | -28.2% | -11.9% | -16.2% | -24.8% |
| 3M | -17.6% | +5.0% | -22.6% | -19.3% |
| 6M | -11.8% | +8.6% | -20.4% | -14.8% |
| YTD | -8.1% | +9.7% | -17.8% | -12.3% |
| 1Y | -12.0% | -6.3% | -5.7% | -11.1% |
| 3Y | +63.3% | +58.2% | +5.1% | +35.2% |
| 5Y | -10.8% | +110.4% | -121.2% | -33.4% |
| All | +216.9% | +273.6% | -56.7% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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