+303.7%
PCAR vs BURL
+258.4%
+45.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.4% | -1.0% |
| 7D | +2.2% | +3.5% | -1.3% | +1.4% |
| 30D | -4.4% | -9.3% | +4.9% | -2.6% |
| 3M | -21.4% | -32.1% | +10.7% | -15.3% |
| 6M | -7.3% | -19.8% | +12.5% | -3.9% |
| YTD | -3.8% | -13.2% | +9.4% | -2.0% |
| 1Y | +6.3% | -7.8% | +14.1% | +6.5% |
| 3Y | +34.4% | +89.3% | -54.9% | +13.0% |
| 5Y | +109.2% | -15.8% | +125.0% | +101.4% |
| All | +303.7% | +258.4% | +45.3% | +191.9% |
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