+545.8%
PBR vs BURL
+254.9%
+290.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.7% |
| 7D | -9.1% | -0.8% | -8.3% | -9.0% |
| 30D | -29.9% | -4.4% | -25.5% | -29.3% |
| 3M | +2.3% | -28.6% | +30.9% | +9.9% |
| 6M | -10.9% | -12.3% | +1.4% | -9.7% |
| YTD | +56.9% | -11.3% | +68.2% | +57.0% |
| 1Y | +38.0% | -10.4% | +48.5% | +36.9% |
| 3Y | +64.8% | +96.1% | -31.3% | +25.1% |
| 5Y | +447.1% | -5.0% | +452.1% | +395.7% |
| 10Y | +545.8% | +251.8% | +294.0% | +360.4% |
| All | +545.8% | +254.9% | +290.9% | +360.4% |
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