+117.8%
PG vs BURL
+206.3%
-88.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.3% |
| 7D | -0.4% | -2.6% | +2.1% | -0.3% |
| 30D | -0.1% | -30.8% | +30.6% | +2.3% |
| 3M | +1.1% | -18.7% | +19.7% | +2.4% |
| 6M | -3.8% | -16.4% | +12.6% | -2.8% |
| YTD | +3.8% | -11.6% | +15.4% | +4.4% |
| 1Y | -5.8% | -12.0% | +6.2% | -5.4% |
| 3Y | +3.0% | +63.6% | -60.6% | -2.6% |
| 5Y | +14.5% | -12.6% | +27.1% | +12.0% |
| 10Y | +117.8% | +206.5% | -88.7% | +100.5% |
| All | +117.8% | +206.3% | -88.6% | +100.5% |
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 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