+244.7%
PEG vs BURL
+970.5%
-725.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | -2.3% | +4.1% | -6.3% | -2.8% |
| 30D | +1.2% | -9.5% | +10.7% | +2.4% |
| 3M | -2.4% | -33.5% | +31.2% | +2.5% |
| 6M | -6.9% | -22.1% | +15.2% | -4.4% |
| YTD | -7.2% | -14.6% | +7.4% | -6.2% |
| 1Y | -8.9% | -8.4% | -0.5% | -8.9% |
| 3Y | +27.1% | +86.6% | -59.4% | +12.9% |
| 5Y | +33.8% | -17.2% | +50.9% | +29.5% |
| 10Y | +150.2% | +256.4% | -106.2% | +103.5% |
| All | +244.7% | +970.5% | -725.9% | +188.3% |
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