+95.2%
PFE vs BURL
+1,021.0%
-925.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.7% | -5.1% | +1.8% |
| 7D | +4.6% | +10.4% | -5.9% | +3.5% |
| 30D | +12.3% | -4.9% | +17.3% | +12.8% |
| 3M | +21.2% | -29.8% | +50.9% | +25.3% |
| 6M | +21.1% | -16.5% | +37.5% | +22.8% |
| YTD | +30.0% | -10.5% | +40.6% | +30.7% |
| 1Y | +35.6% | -5.3% | +40.9% | +35.2% |
| 3Y | +19.5% | +95.1% | -75.6% | +8.0% |
| 5Y | -9.3% | -12.1% | +2.8% | -12.3% |
| 10Y | +70.4% | +273.2% | -202.8% | +30.8% |
| All | +95.2% | +1,021.0% | -925.8% | +35.6% |
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 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