+89.4%
PFE vs BURL
+987.9%
-898.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | 0.0% | -2.7% |
| 7D | -0.2% | +3.5% | -3.7% | -0.6% |
| 30D | +8.7% | -9.3% | +17.9% | +9.7% |
| 3M | +15.8% | -32.1% | +47.9% | +20.2% |
| 6M | +16.8% | -19.8% | +36.6% | +19.0% |
| YTD | +26.2% | -13.2% | +39.4% | +27.2% |
| 1Y | +29.9% | -7.8% | +37.8% | +29.9% |
| 3Y | +15.9% | +89.3% | -73.4% | +5.1% |
| 5Y | -20.6% | -15.8% | -4.8% | -22.8% |
| 10Y | +65.4% | +262.2% | -196.8% | +27.4% |
| All | +89.4% | +987.9% | -898.5% | +32.0% |
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