+64.2%
BURL vs PFGC
+60.5%
+3.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | -2.8% | -2.2% | -0.6% | -1.9% |
| 30D | -28.2% | -11.9% | -16.2% | -24.4% |
| 3M | -17.6% | +5.0% | -22.6% | -19.6% |
| 6M | -11.8% | +8.6% | -20.4% | -15.4% |
| YTD | -8.1% | +9.7% | -17.8% | -13.4% |
| 1Y | -12.0% | -6.3% | -5.7% | -10.2% |
| All | +64.2% | +60.5% | +3.7% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling