+60.6%
PFE vs BURL
+252.7%
-192.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.5% |
| 7D | -3.7% | +4.1% | -7.8% | -4.1% |
| 30D | +5.0% | -9.5% | +14.4% | +5.9% |
| 3M | +12.2% | -33.5% | +45.7% | +16.3% |
| 6M | +14.6% | -22.1% | +36.7% | +16.8% |
| YTD | +24.1% | -14.6% | +38.7% | +25.3% |
| 1Y | +26.6% | -8.4% | +34.9% | +26.6% |
| 3Y | +14.3% | +86.6% | -72.2% | +4.5% |
| 5Y | -21.9% | -17.2% | -4.8% | -23.6% |
| All | +60.6% | +252.7% | -192.1% | +40.6% |
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 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