-62.1%
PCG vs BURL
+987.9%
-1,050.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.7% | -0.7% |
| 7D | 0.0% | +3.5% | -3.5% | -0.7% |
| 30D | +5.8% | -9.3% | +15.1% | +7.7% |
| 3M | -22.8% | -32.1% | +9.3% | -17.1% |
| 6M | -18.4% | -19.8% | +1.4% | -15.4% |
| YTD | -16.9% | -13.2% | -3.7% | -15.4% |
| 1Y | -17.6% | -7.8% | -9.8% | -17.5% |
| 3Y | -20.0% | +89.3% | -109.3% | -33.0% |
| 5Y | +16.0% | -15.8% | +31.8% | +10.4% |
| 10Y | -76.7% | +262.2% | -338.9% | -82.3% |
| All | -62.1% | +987.9% | -1,050.1% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling