+805.9%
PGR vs BURL
+192.8%
+613.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -3.4% | -7.9% | +4.5% | -2.7% |
| 30D | +1.8% | -33.7% | +35.5% | +5.6% |
| 3M | +5.9% | -27.2% | +33.1% | +8.8% |
| 6M | +4.6% | -22.1% | +26.6% | +6.5% |
| YTD | +1.1% | -17.6% | +18.7% | +2.2% |
| 1Y | -6.6% | -14.9% | +8.3% | -6.1% |
| 3Y | +74.2% | +52.5% | +21.7% | +60.5% |
| 5Y | +159.5% | -17.1% | +176.6% | +153.3% |
| All | +805.9% | +192.8% | +613.1% | +668.0% |
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