-18.4%
PCG vs BURL
+95.5%
-113.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.7% | -6.9% | -0.1% |
| 7D | +1.9% | +10.4% | -8.5% | +0.7% |
| 30D | +8.5% | -4.9% | +13.4% | +9.1% |
| 3M | -22.9% | -29.8% | +6.9% | -20.2% |
| 6M | -16.8% | -16.5% | -0.3% | -15.3% |
| YTD | -15.8% | -10.5% | -5.2% | -15.0% |
| 1Y | -16.0% | -5.3% | -10.7% | -15.9% |
| All | -18.4% | +95.5% | -113.9% | -24.9% |
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