+101.4%
PNR vs BURL
+247.8%
-146.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.5% |
| 7D | -0.1% | +5.9% | -6.0% | -1.7% |
| 30D | +33.4% | -8.3% | +41.7% | +36.4% |
| 3M | +4.9% | -31.6% | +36.5% | +16.0% |
| 6M | -8.5% | -16.6% | +8.1% | -4.9% |
| YTD | -32.1% | -12.1% | -20.1% | -30.8% |
| 1Y | -35.0% | -10.0% | -25.0% | -34.5% |
| 3Y | +17.6% | +94.3% | -76.7% | -7.9% |
| 5Y | +0.9% | -13.2% | +14.1% | -4.9% |
| 10Y | +101.4% | +252.5% | -151.1% | +47.7% |
| All | +101.4% | +247.8% | -146.4% | +47.7% |
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 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