+1,162.0%
PGR vs BURL
+1,001.7%
+160.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.1% | +2.0% |
| 7D | +1.2% | +5.9% | -4.7% | +0.6% |
| 30D | +6.6% | -8.3% | +14.9% | +7.4% |
| 3M | +8.4% | -31.6% | +40.0% | +12.3% |
| 6M | +19.6% | -16.6% | +36.2% | +21.1% |
| YTD | +8.4% | -12.1% | +20.5% | +8.9% |
| 1Y | +13.5% | -10.0% | +23.4% | +13.4% |
| 3Y | +58.0% | +94.3% | -36.2% | +41.0% |
| 5Y | +170.5% | -13.2% | +183.7% | +161.8% |
| 10Y | +827.4% | +252.5% | +574.9% | +604.3% |
| All | +1,162.0% | +1,001.7% | +160.3% | +747.5% |
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