+16.2%
PFE vs BURL
+89.8%
-73.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | 0.0% | -2.8% |
| 7D | -0.2% | +3.5% | -3.7% | -0.4% |
| 30D | +8.7% | -9.3% | +17.9% | +9.2% |
| 3M | +15.8% | -32.1% | +47.9% | +18.2% |
| 6M | +16.8% | -19.8% | +36.6% | +18.1% |
| YTD | +26.2% | -13.2% | +39.4% | +26.9% |
| 1Y | +29.9% | -7.8% | +37.8% | +30.0% |
| All | +16.2% | +89.8% | -73.6% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling