+363.8%
PBR vs BURL
+1,051.1%
-687.3%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.5% |
| 7D | +8.6% | -2.8% | +11.4% | +9.2% |
| 30D | +12.8% | -28.2% | +41.0% | +21.7% |
| 3M | +14.7% | -17.6% | +32.3% | +19.3% |
| 6M | +25.2% | -11.8% | +37.0% | +26.7% |
| YTD | +77.1% | -8.1% | +85.3% | +77.0% |
| 1Y | +69.6% | -12.0% | +81.5% | +70.0% |
| 3Y | +95.6% | +63.3% | +32.3% | +59.2% |
| 5Y | +501.8% | -10.8% | +512.6% | +457.4% |
| 10Y | +640.6% | +215.9% | +424.7% | +368.7% |
| All | +363.8% | +1,051.1% | -687.3% | +130.1% |
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