+240.3%
PBF vs BURL
+247.8%
-7.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.3% | -4.0% | -4.8% |
| 7D | -15.3% | +5.9% | -21.2% | -17.2% |
| 30D | -21.8% | -8.3% | -13.5% | -19.6% |
| 3M | -0.2% | -31.6% | +31.4% | +13.1% |
| 6M | +63.6% | -16.6% | +80.2% | +69.7% |
| YTD | +147.5% | -12.1% | +159.6% | +148.0% |
| 1Y | +69.8% | -10.0% | +79.8% | +67.1% |
| 3Y | +65.3% | +94.3% | -29.0% | +11.1% |
| 5Y | +393.4% | -13.2% | +406.6% | +344.6% |
| 10Y | +240.3% | +252.5% | -12.2% | +101.0% |
| All | +240.3% | +247.8% | -7.5% | +101.0% |
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