+163.7%
PEG vs BURL
+244.4%
-80.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.9% |
| 7D | +2.3% | +0.4% | +1.9% | +2.3% |
| 30D | +6.1% | -4.3% | +10.5% | +6.7% |
| 3M | -0.5% | -28.8% | +28.3% | +4.0% |
| 6M | -3.2% | -12.8% | +9.6% | -1.9% |
| YTD | -4.4% | -12.8% | +8.4% | -3.5% |
| 1Y | -7.4% | -12.3% | +4.9% | -6.9% |
| 3Y | +33.9% | +92.7% | -58.7% | +16.4% |
| 5Y | +42.3% | -6.5% | +48.8% | +34.9% |
| All | +163.7% | +244.4% | -80.7% | +117.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling