+117.4%
PM vs BURL
-11.0%
+128.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.0% |
| 7D | -4.9% | -2.8% | -2.1% | -4.8% |
| 30D | -3.4% | -28.2% | +24.8% | -2.3% |
| 3M | +5.2% | -17.6% | +22.8% | +5.8% |
| 6M | +3.7% | -11.8% | +15.5% | +4.0% |
| YTD | +15.8% | -8.1% | +23.9% | +15.9% |
| 1Y | +17.4% | -12.0% | +29.3% | +17.6% |
| 3Y | +116.9% | +63.3% | +53.6% | +104.0% |
| All | +117.4% | -11.0% | +128.4% | +106.9% |
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 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