-19.4%
PCG vs BURL
+89.8%
-109.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.7% | -0.9% |
| 7D | 0.0% | +3.5% | -3.5% | -0.4% |
| 30D | +5.8% | -9.3% | +15.1% | +7.0% |
| 3M | -22.8% | -32.1% | +9.3% | -19.7% |
| 6M | -18.4% | -19.8% | +1.4% | -16.6% |
| YTD | -16.9% | -13.2% | -3.7% | -15.8% |
| 1Y | -17.6% | -7.8% | -9.8% | -17.3% |
| All | -19.4% | +89.8% | -109.2% | -25.6% |
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