+395.6%
PBF vs BURL
+1,051.1%
-655.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -2.2% |
| 7D | +4.3% | -2.8% | +7.1% | +5.1% |
| 30D | +22.0% | -28.2% | +50.1% | +35.4% |
| 3M | +74.5% | -17.6% | +92.1% | +84.1% |
| 6M | +67.7% | -11.8% | +79.5% | +69.8% |
| YTD | +179.2% | -8.1% | +187.3% | +178.1% |
| 1Y | +170.0% | -12.0% | +182.0% | +170.4% |
| 3Y | +66.4% | +63.3% | +3.1% | +26.6% |
| 5Y | +764.5% | -10.8% | +775.3% | +679.8% |
| 10Y | +358.5% | +215.9% | +142.6% | +187.9% |
| All | +395.6% | +1,051.1% | -655.5% | +169.9% |
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