-10.0%
BURL vs PFGC
+11.2%
-21.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | +5.9% | +15.0% | -9.2% | +1.9% |
| 30D | -8.3% | +17.0% | -25.3% | -12.1% |
| 3M | -31.6% | -2.5% | -29.2% | -32.5% |
| 6M | -16.6% | +19.2% | -35.8% | -19.9% |
| YTD | -12.1% | +23.4% | -35.5% | -15.3% |
| 1Y | -10.0% | +13.9% | -23.8% | -15.5% |
| All | -10.0% | +11.2% | -21.2% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling