-76.4%
PCG vs BURL
+269.3%
-345.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.7% | -6.9% | -0.8% |
| 7D | +1.9% | +10.4% | -8.5% | -0.3% |
| 30D | +8.5% | -4.9% | +13.4% | +9.5% |
| 3M | -22.9% | -29.8% | +6.9% | -17.2% |
| 6M | -16.8% | -16.5% | -0.3% | -14.1% |
| YTD | -15.8% | -10.5% | -5.2% | -14.8% |
| 1Y | -16.0% | -5.3% | -10.7% | -16.4% |
| 3Y | -18.9% | +95.1% | -114.0% | -34.5% |
| 5Y | +17.4% | -12.1% | +29.5% | +10.7% |
| 10Y | -76.4% | +273.2% | -349.6% | -82.3% |
| All | -76.4% | +269.3% | -345.7% | -82.3% |
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