+406.2%
BURL vs PFGC
+476.7%
-70.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +13.5% | -5.8% | +2.9% |
| 7D | +10.4% | +13.9% | -3.4% | +5.3% |
| 30D | -4.9% | +18.4% | -23.3% | -10.6% |
| 3M | -29.8% | -2.5% | -27.2% | -29.3% |
| 6M | -16.5% | +26.0% | -42.5% | -23.4% |
| YTD | -10.5% | +21.9% | -32.4% | -17.7% |
| 1Y | -5.3% | +13.4% | -18.7% | -10.7% |
| 3Y | +95.1% | +80.7% | +14.4% | +55.0% |
| 5Y | -12.1% | +136.8% | -148.8% | -36.2% |
| 10Y | +273.2% | +363.3% | -90.1% | +117.5% |
| All | +406.2% | +476.7% | -70.5% | +185.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling