+364.4%
PCAR vs BURL
+215.5%
+149.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.5% | -0.4% |
| 7D | -0.5% | -2.8% | +2.3% | 0.0% |
| 30D | -6.2% | -28.2% | +21.9% | +0.2% |
| 3M | +5.9% | -17.6% | +23.5% | +9.8% |
| 6M | +0.4% | -11.8% | +12.2% | +2.2% |
| YTD | +14.8% | -8.1% | +23.0% | +15.9% |
| 1Y | +30.1% | -12.0% | +42.1% | +31.7% |
| 3Y | +66.7% | +63.3% | +3.3% | +44.6% |
| 5Y | +166.1% | -10.8% | +176.9% | +153.4% |
| All | +364.4% | +215.5% | +149.0% | +234.7% |
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