+12.6%
PG vs BURL
-18.1%
+30.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.4% | +4.3% | -1.7% |
| 7D | -3.4% | -7.0% | +3.6% | -3.1% |
| 30D | -2.6% | -35.6% | +33.0% | -0.6% |
| 3M | -3.3% | -26.3% | +22.9% | -2.0% |
| 6M | -6.7% | -20.7% | +14.0% | -5.8% |
| YTD | +1.7% | -17.2% | +18.9% | +2.5% |
| 1Y | -7.9% | -15.0% | +7.1% | -7.4% |
| 3Y | +0.9% | +53.2% | -52.3% | -2.7% |
| 5Y | +12.6% | -18.7% | +31.3% | +9.8% |
| All | +12.6% | -18.1% | +30.7% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling