+240.7%
BURL vs PFGC
+347.9%
-107.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.9% |
| 7D | +4.1% | +8.5% | -4.5% | +0.9% |
| 30D | -9.5% | +15.0% | -24.5% | -14.1% |
| 3M | -33.5% | -6.2% | -27.3% | -32.1% |
| 6M | -22.1% | +15.7% | -37.8% | -26.5% |
| YTD | -14.6% | +19.6% | -34.1% | -21.1% |
| 1Y | -8.4% | +13.2% | -21.6% | -13.8% |
| 3Y | +86.6% | +77.0% | +9.6% | +48.0% |
| 5Y | -17.2% | +121.5% | -138.6% | -39.4% |
| All | +240.7% | +347.9% | -107.2% | +92.6% |
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