+72.9%
PBR vs BURL
-4.6%
+77.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +7.7% | -14.7% | -5.9% |
| 7D | -11.0% | +10.4% | -21.4% | -9.7% |
| 30D | -18.8% | -4.9% | -13.8% | -19.1% |
| 3M | +7.8% | -29.8% | +37.6% | +4.9% |
| 6M | -7.6% | -16.5% | +8.9% | -8.3% |
| YTD | +72.7% | -10.5% | +83.2% | +70.0% |
| 1Y | +72.9% | -5.3% | +78.3% | +70.7% |
| All | +72.9% | -4.6% | +77.5% | +70.7% |
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