-76.4%
PCG vs BURL
+254.9%
-331.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | -2.2% | -0.8% | -1.4% | -2.1% |
| 30D | -0.5% | -4.4% | +4.0% | +0.3% |
| 3M | -24.0% | -28.6% | +4.6% | -18.6% |
| 6M | -18.6% | -12.3% | -6.3% | -16.9% |
| YTD | -17.7% | -11.3% | -6.4% | -16.5% |
| 1Y | -20.0% | -10.4% | -9.6% | -19.4% |
| 3Y | -20.2% | +96.1% | -116.3% | -35.7% |
| 5Y | +8.4% | -5.0% | +13.4% | -0.2% |
| 10Y | -76.4% | +251.8% | -328.2% | -81.8% |
| All | -76.4% | +254.9% | -331.3% | -81.8% |
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