-14.1%
BURL vs PFGC
+135.8%
-149.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.2% | +2.1% |
| 7D | +7.7% | +10.8% | -3.1% | +1.6% |
| 30D | -7.1% | +17.8% | -25.0% | -15.3% |
| 3M | -30.3% | -2.7% | -27.6% | -29.6% |
| 6M | -15.5% | +20.0% | -35.6% | -24.3% |
| YTD | -11.0% | +24.3% | -35.3% | -23.1% |
| 1Y | -8.4% | +13.2% | -21.6% | -16.7% |
| 3Y | +96.7% | +85.9% | +10.8% | +28.0% |
| 5Y | -14.1% | +141.0% | -155.1% | -52.4% |
| All | -14.1% | +135.8% | -149.8% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling