+89.6%
BURL vs PFGC
+81.0%
+8.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -3.0% |
| 7D | +3.5% | +12.5% | -9.0% | -1.6% |
| 30D | -9.3% | +17.0% | -26.2% | -15.1% |
| 3M | -32.1% | -2.1% | -30.0% | -31.9% |
| 6M | -19.8% | +25.9% | -45.7% | -27.5% |
| YTD | -13.2% | +22.0% | -35.2% | -21.5% |
| 1Y | -7.8% | +14.8% | -22.7% | -14.4% |
| All | +89.6% | +81.0% | +8.6% | +61.5% |
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 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