+73.2%
PGR vs BURL
+64.3%
+8.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -1.9% |
| 7D | -2.6% | -2.6% | 0.0% | -2.6% |
| 30D | -0.2% | -30.8% | +30.6% | -0.8% |
| 3M | +7.4% | -18.7% | +26.0% | +7.1% |
| 6M | +2.1% | -16.4% | +18.6% | +2.0% |
| YTD | +0.5% | -11.6% | +12.0% | +0.4% |
| 1Y | -6.9% | -12.0% | +5.1% | -6.9% |
| 3Y | +73.2% | +63.6% | +9.5% | +76.9% |
| All | +73.2% | +64.3% | +8.9% | +76.9% |
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