+65.7%
PNR vs BURL
+217.6%
-152.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.4% |
| 7D | -2.4% | -2.8% | +0.4% | -1.6% |
| 30D | -12.8% | -28.2% | +15.4% | -4.4% |
| 3M | -17.0% | -17.6% | +0.6% | -12.8% |
| 6M | -37.4% | -11.8% | -25.6% | -35.8% |
| YTD | -41.6% | -8.1% | -33.5% | -40.9% |
| 1Y | -44.6% | -12.0% | -32.7% | -43.8% |
| 3Y | -12.1% | +63.3% | -75.4% | -27.5% |
| 5Y | -17.4% | -10.8% | -6.6% | -22.5% |
| All | +65.7% | +217.6% | -152.0% | +21.8% |
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