+355.8%
PBF vs BURL
+987.9%
-632.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -2.9% | -4.9% |
| 7D | -9.5% | +3.5% | -13.0% | -10.7% |
| 30D | -17.5% | -9.3% | -8.2% | -15.2% |
| 3M | +12.2% | -32.1% | +44.3% | +25.9% |
| 6M | +49.6% | -19.8% | +69.4% | +56.7% |
| YTD | +156.8% | -13.2% | +169.9% | +158.5% |
| 1Y | +98.6% | -7.8% | +106.4% | +94.2% |
| 3Y | +63.4% | +89.3% | -25.9% | +16.9% |
| 5Y | +420.9% | -15.8% | +436.7% | +375.9% |
| 10Y | +288.7% | +262.2% | +26.6% | +138.6% |
| All | +355.8% | +987.9% | -632.2% | +150.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling