+35.8%
PFE vs BURL
+215.5%
-179.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.9% | -1.5% |
| 7D | +1.8% | -2.8% | +4.5% | +2.0% |
| 30D | +10.2% | -28.2% | +38.4% | +13.7% |
| 3M | +12.7% | -17.6% | +30.3% | +14.6% |
| 6M | +10.5% | -11.8% | +22.3% | +11.5% |
| YTD | +20.2% | -8.1% | +28.3% | +20.6% |
| 1Y | +24.1% | -12.0% | +36.0% | +24.7% |
| 3Y | -3.6% | +63.3% | -66.9% | -10.6% |
| 5Y | -20.9% | -10.8% | -10.1% | -23.2% |
| All | +35.8% | +215.5% | -179.6% | +18.2% |
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