+199.0%
PNC vs BURL
+232.1%
-33.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +1.6% |
| 7D | +3.1% | -1.6% | +4.6% | +3.5% |
| 30D | +7.6% | -7.7% | +15.4% | +10.0% |
| 3M | -8.1% | -31.7% | +23.5% | +1.9% |
| 6M | +12.6% | -15.2% | +27.8% | +16.2% |
| YTD | +15.0% | -15.9% | +30.9% | +18.5% |
| 1Y | +30.4% | -14.2% | +44.6% | +32.7% |
| 3Y | +116.1% | +93.5% | +22.6% | +62.3% |
| 5Y | +37.5% | -9.9% | +47.4% | +26.2% |
| All | +199.0% | +232.1% | -33.1% | +109.8% |
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