-44.6%
PNR vs BURL
-9.5%
-35.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.1% |
| 7D | -2.4% | -2.8% | +0.4% | -1.9% |
| 30D | -12.8% | -28.2% | +15.4% | -7.8% |
| 3M | -17.0% | -17.6% | +0.6% | -14.3% |
| 6M | -37.4% | -11.8% | -25.6% | -36.0% |
| YTD | -41.6% | -8.1% | -33.5% | -40.6% |
| 1Y | -44.6% | -12.0% | -32.7% | -42.7% |
| All | -44.6% | -9.5% | -35.1% | -42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling