+229.6%
PM vs BURL
+252.7%
-23.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.6% |
| 7D | -5.2% | +4.1% | -9.3% | -5.6% |
| 30D | +2.7% | -9.5% | +12.2% | +3.7% |
| 3M | +5.2% | -33.5% | +38.7% | +9.6% |
| 6M | +17.0% | -22.1% | +39.1% | +19.6% |
| YTD | +25.5% | -14.6% | +40.1% | +26.5% |
| 1Y | +35.5% | -8.4% | +43.9% | +35.1% |
| 3Y | +143.9% | +86.6% | +57.4% | +113.6% |
| 5Y | +161.8% | -17.2% | +179.0% | +153.0% |
| All | +229.6% | +252.7% | -23.1% | +174.8% |
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 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