+255.2%
PBF vs BURL
+254.9%
+0.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.9% | +4.9% | +5.5% |
| 7D | -4.0% | -0.8% | -3.2% | -3.6% |
| 30D | -18.0% | -4.4% | -13.6% | -16.9% |
| 3M | +0.9% | -28.6% | +29.5% | +12.6% |
| 6M | +65.7% | -12.3% | +78.0% | +68.9% |
| YTD | +161.9% | -11.3% | +173.1% | +161.5% |
| 1Y | +77.8% | -10.4% | +88.2% | +75.5% |
| 3Y | +74.9% | +96.1% | -21.2% | +17.2% |
| 5Y | +423.4% | -5.0% | +428.4% | +347.8% |
| 10Y | +255.2% | +251.8% | +3.3% | +109.2% |
| All | +255.2% | +254.9% | +0.2% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling