+20.6%
PG vs BURL
+87.4%
-66.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.6% | +1.2% |
| 7D | +2.7% | -1.6% | +4.2% | +2.7% |
| 30D | +9.2% | -7.7% | +16.9% | +9.4% |
| 3M | +18.5% | -31.7% | +50.1% | +19.6% |
| 6M | +21.1% | -15.2% | +36.2% | +21.7% |
| YTD | +21.9% | -15.9% | +37.8% | +22.6% |
| 1Y | +18.1% | -14.2% | +32.3% | +18.7% |
| 3Y | +20.6% | +93.5% | -73.0% | +21.2% |
| All | +20.6% | +87.4% | -66.9% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling