+37.2%
PCAR vs BURL
+95.5%
-58.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.7% | -3.7% | +2.6% |
| 7D | +3.7% | +10.4% | -6.8% | +1.8% |
| 30D | -2.9% | -4.9% | +2.0% | -2.1% |
| 3M | -21.7% | -29.8% | +8.0% | -16.8% |
| 6M | -6.6% | -16.5% | +9.8% | -4.3% |
| YTD | -2.2% | -10.5% | +8.3% | -1.1% |
| 1Y | +12.2% | -5.3% | +17.5% | +12.0% |
| All | +37.2% | +95.5% | -58.3% | +30.6% |
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