+66.1%
PBR vs BURL
+86.7%
-20.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.4% |
| 7D | -16.0% | +4.1% | -20.0% | -16.2% |
| 30D | -22.8% | -9.5% | -13.3% | -22.3% |
| 3M | +3.0% | -33.5% | +36.5% | +6.0% |
| 6M | -8.1% | -22.1% | +14.0% | -6.8% |
| YTD | +63.1% | -14.6% | +77.7% | +62.7% |
| 1Y | +59.3% | -8.4% | +67.6% | +56.9% |
| 3Y | +66.1% | +86.6% | -20.4% | +58.8% |
| All | +66.1% | +86.7% | -20.6% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling