+402.6%
PNC vs BURL
+1,051.1%
-648.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.5% |
| 7D | +1.4% | -2.8% | +4.2% | +2.1% |
| 30D | -3.8% | -28.2% | +24.3% | +4.9% |
| 3M | +9.0% | -17.6% | +26.6% | +14.2% |
| 6M | +16.6% | -11.8% | +28.4% | +19.3% |
| YTD | +20.4% | -8.1% | +28.6% | +21.6% |
| 1Y | +22.3% | -12.0% | +34.3% | +23.9% |
| 3Y | +124.5% | +63.3% | +61.2% | +84.4% |
| 5Y | +54.1% | -10.8% | +64.9% | +43.4% |
| 10Y | +276.3% | +215.9% | +60.4% | +161.7% |
| All | +402.6% | +1,051.1% | -648.5% | +207.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling