-16.0%
PCG vs BURL
-4.6%
-11.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.7% | -6.9% | -0.4% |
| 7D | +1.9% | +10.4% | -8.5% | +0.3% |
| 30D | +8.5% | -4.9% | +13.4% | +9.3% |
| 3M | -22.9% | -29.8% | +6.9% | -20.4% |
| 6M | -16.8% | -16.5% | -0.3% | -14.9% |
| YTD | -15.8% | -10.5% | -5.2% | -14.2% |
| 1Y | -16.0% | -5.3% | -10.7% | -15.0% |
| All | -16.0% | -4.6% | -11.4% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling