+79.2%
PBF vs BURL
-9.4%
+88.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.2% | -0.8% | +3.8% |
| 7D | -7.4% | +7.7% | -15.1% | -6.4% |
| 30D | -17.5% | -7.1% | -10.3% | -18.0% |
| 3M | +13.1% | -30.3% | +43.4% | +8.9% |
| 6M | +72.6% | -15.5% | +88.2% | +70.4% |
| YTD | +161.2% | -11.0% | +172.2% | +151.9% |
| All | +79.2% | -9.4% | +88.7% | +71.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling