+181.3%
PM vs BURL
-10.9%
+192.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.7% | -6.1% | +1.3% |
| 7D | +4.3% | +10.4% | -6.1% | +3.9% |
| 30D | +11.5% | -4.9% | +16.4% | +11.6% |
| 3M | +13.0% | -29.8% | +42.8% | +14.2% |
| 6M | +25.9% | -16.5% | +42.4% | +26.5% |
| YTD | +34.0% | -10.5% | +44.5% | +34.1% |
| 1Y | +46.9% | -5.3% | +52.2% | +46.5% |
| 3Y | +158.9% | +95.1% | +63.8% | +140.6% |
| 5Y | +181.3% | -12.1% | +193.4% | +156.7% |
| All | +181.3% | -10.9% | +192.2% | +156.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling