+160.2%
PEG vs BURL
+261.4%
-101.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.2% | -0.9% | +2.7% |
| 7D | +0.9% | +7.7% | -6.8% | -0.2% |
| 30D | +3.8% | -7.1% | +11.0% | +4.8% |
| 3M | +0.1% | -30.3% | +30.4% | +4.9% |
| 6M | -1.0% | -15.5% | +14.6% | +0.7% |
| YTD | -4.1% | -11.0% | +6.8% | -3.5% |
| 1Y | -6.9% | -8.4% | +1.6% | -6.9% |
| 3Y | +35.6% | +96.7% | -61.0% | +17.6% |
| 5Y | +42.8% | -14.1% | +56.8% | +37.8% |
| 10Y | +160.2% | +255.1% | -94.8% | +113.5% |
| All | +160.2% | +261.4% | -101.2% | +113.5% |
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