+36.0%
PNC vs BURL
-9.5%
+45.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | -0.6% | -0.8% | +0.2% | -0.4% |
| 30D | +5.8% | -4.4% | +10.2% | +6.7% |
| 3M | -7.9% | -28.6% | +20.7% | -1.2% |
| 6M | +10.0% | -12.3% | +22.3% | +11.9% |
| YTD | +14.8% | -11.3% | +26.1% | +16.2% |
| 1Y | +29.7% | -10.4% | +40.1% | +30.4% |
| 3Y | +114.4% | +96.1% | +18.3% | +74.2% |
| 5Y | +36.0% | -5.0% | +41.0% | +24.3% |
| All | +36.0% | -9.5% | +45.5% | +24.3% |
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