+523.4%
PBR vs BURL
+247.8%
+275.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | -13.3% | +5.9% | -19.1% | -14.6% |
| 30D | -27.7% | -8.3% | -19.4% | -26.5% |
| 3M | +2.7% | -31.6% | +34.3% | +11.5% |
| 6M | -6.7% | -16.6% | +9.9% | -4.3% |
| YTD | +60.9% | -12.1% | +73.0% | +61.4% |
| 1Y | +46.6% | -10.0% | +56.6% | +45.2% |
| 3Y | +69.1% | +94.3% | -25.2% | +28.7% |
| 5Y | +469.6% | -13.2% | +482.8% | +434.3% |
| 10Y | +523.4% | +252.5% | +270.9% | +348.2% |
| All | +523.4% | +247.8% | +275.6% | +348.2% |
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