-46.6%
PNR vs BURL
-17.0%
-29.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.4% | +4.5% | -0.7% |
| 7D | -3.9% | -7.0% | +3.1% | -2.6% |
| 30D | -13.8% | -35.6% | +21.8% | -7.0% |
| 3M | -22.5% | -26.3% | +3.7% | -18.4% |
| 6M | -37.2% | -20.7% | -16.5% | -34.6% |
| YTD | -44.2% | -17.2% | -27.0% | -42.2% |
| 1Y | -46.6% | -15.0% | -31.6% | -44.8% |
| All | -46.6% | -17.0% | -29.7% | -44.8% |
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 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