-5.3%
PG vs BURL
-9.5%
+4.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.4% |
| 7D | +1.9% | -2.8% | +4.6% | +1.9% |
| 30D | -0.2% | -28.2% | +27.9% | +0.7% |
| 3M | +4.8% | -17.6% | +22.4% | +5.6% |
| 6M | -6.1% | -11.8% | +5.7% | -4.9% |
| YTD | +4.5% | -8.1% | +12.6% | +5.8% |
| 1Y | -5.3% | -12.0% | +6.6% | -4.5% |
| All | -5.3% | -9.5% | +4.2% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling