+294.0%
PCAR vs BURL
+252.7%
+41.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.1% |
| 7D | +0.1% | +4.1% | -4.0% | -0.7% |
| 30D | -4.6% | -9.5% | +4.9% | -2.7% |
| 3M | -22.6% | -33.5% | +10.9% | -16.2% |
| 6M | -12.0% | -22.1% | +10.1% | -8.1% |
| YTD | -6.1% | -14.6% | +8.5% | -4.0% |
| 1Y | +6.3% | -8.4% | +14.7% | +6.7% |
| 3Y | +31.8% | +86.6% | -54.8% | +11.2% |
| 5Y | +104.2% | -17.2% | +121.3% | +97.2% |
| All | +294.0% | +252.7% | +41.3% | +185.8% |
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 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