-16.8%
PCG vs BURL
-17.9%
+1.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.7% | -6.9% | -1.0% |
| 7D | +1.9% | +10.4% | -8.5% | -0.5% |
| 30D | +8.5% | -4.9% | +13.4% | +9.8% |
| 3M | -22.9% | -29.8% | +6.9% | -18.8% |
| 6M | -16.8% | -16.5% | -0.3% | -13.6% |
| All | -16.8% | -17.9% | +1.1% | -13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling