+148.4%
PM vs BURL
+89.8%
+58.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.9% | -1.7% | -4.7% |
| 7D | -3.4% | +3.5% | -6.8% | -3.3% |
| 30D | +5.8% | -9.3% | +15.1% | +5.5% |
| 3M | +6.7% | -32.1% | +38.8% | +5.4% |
| 6M | +19.9% | -19.8% | +39.7% | +19.4% |
| YTD | +27.8% | -13.2% | +41.0% | +27.7% |
| 1Y | +39.4% | -7.8% | +47.2% | +39.5% |
| All | +148.4% | +89.8% | +58.6% | +139.4% |
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