+216.8%
PG vs BURL
+970.5%
-753.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | +2.4% | +4.1% | -1.7% | +2.1% |
| 30D | +12.6% | -9.5% | +22.1% | +13.4% |
| 3M | +13.3% | -33.5% | +46.8% | +16.3% |
| 6M | +13.4% | -22.1% | +35.5% | +15.1% |
| YTD | +18.8% | -14.6% | +33.3% | +19.6% |
| 1Y | +16.5% | -8.4% | +24.8% | +16.6% |
| 3Y | +18.6% | +86.6% | -67.9% | +11.2% |
| 5Y | +28.8% | -17.2% | +46.0% | +26.5% |
| 10Y | +155.0% | +256.4% | -101.4% | +120.7% |
| All | +216.8% | +970.5% | -753.7% | +169.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling