+18.1%
PG vs BURL
-15.0%
+33.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.6% | +1.4% |
| 7D | +2.7% | -1.6% | +4.2% | +2.8% |
| 30D | +9.2% | -7.7% | +16.9% | +9.7% |
| 3M | +18.5% | -31.7% | +50.1% | +21.2% |
| 6M | +21.1% | -15.2% | +36.2% | +22.7% |
| YTD | +21.9% | -15.9% | +37.8% | +24.0% |
| 1Y | +18.1% | -14.2% | +32.3% | +19.8% |
| All | +18.1% | -15.0% | +33.1% | +19.8% |
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