+95.5%
PEP vs BURL
+232.1%
-136.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.6% | +5.8% | +2.6% |
| 7D | +2.9% | -1.6% | +4.5% | +3.0% |
| 30D | +12.5% | -7.7% | +20.3% | +13.3% |
| 3M | +4.5% | -31.7% | +36.2% | +8.3% |
| 6M | -0.5% | -15.2% | +14.7% | +0.7% |
| YTD | +4.4% | -15.9% | +20.3% | +5.6% |
| 1Y | +4.4% | -14.2% | +18.6% | +5.1% |
| 3Y | -3.4% | +93.5% | -96.9% | -13.4% |
| 5Y | +5.2% | -9.9% | +15.0% | +1.6% |
| All | +95.5% | +232.1% | -136.6% | +65.8% |
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