+225.3%
PNC vs BURL
+252.7%
-27.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | -1.1% | +4.1% | -5.2% | -2.3% |
| 30D | +4.5% | -9.5% | +13.9% | +7.3% |
| 3M | -10.0% | -33.5% | +23.5% | +0.7% |
| 6M | +3.1% | -22.1% | +25.2% | +9.2% |
| YTD | +11.5% | -14.6% | +26.1% | +14.5% |
| 1Y | +27.3% | -8.4% | +35.6% | +27.0% |
| 3Y | +106.4% | +86.6% | +19.8% | +57.0% |
| 5Y | +31.1% | -17.2% | +48.3% | +24.3% |
| All | +225.3% | +252.7% | -27.4% | +129.0% |
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